1.1 - 8.10 - CoxPH Output - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

Summary Table Schema

Column Contents
predictor One row for each target_column.
category Category name if predictor is categorical.
coefficient Estimated coefficient of input parameters.
exp_coef Exponent of coefficient (represents increase in units of hazard when covariate increases by 1).
std_error Standard error of coefficient.
z_score Wald test statistic for coefficient. (Wald test statistic assumes coefficient has normal distribution; that is, N(0, std_error).)
p_value p value for z_score. (p value represents significance of each individual coefficient.)
significance Significance code for p_value (see following table).

Significance Codes

p_value Significance Code
[0, 0.001) ***
[0.001, 0.01) **
[0.01, 0.05) *
[0.05, 0.1) .
[0.1, 1]  

Following the summary table, the function displays the values of the following:

  • Iteration#
  • Convergence
  • Likelikhood ratio test
  • Wald test
  • Score test
  • Degree of freedom

CoefficientTable Schema

Column Data Type Description
id INTEGER Row identifier
predictor VARCHAR Feature column name
coefficient DOUBLE PRECISION Estimated coefficient of the input parameters
exp_coef DOUBLE PRECISION Exponent of the coefficient
std_error DOUBLE PRECISION Standard error of the coefficient
z_score DOUBLE PRECISION Wald test statistic for the coefficient
p_value DOUBLE PRECISION p value for the z score
significance VARCHAR Significance code

LinearPredictorTable Schema

Column Data Type Description
linear_predictor DOUBLE PRECISION k fixed covariates and coefficients of input parameters.
event INTEGER 1 if event occurred during time interval, 0 otherwise.
time_interval INTEGER Time interval of input data; that is, end_time - start_time, in any time unit (for example, years, months, or days).
accumulate_column Same as in InputTable [Column appears once for each specified accumulate_column.] Column copied from InputTable.