FEAT - Strata in COX model

[hermanhmchan]

Description of the feature

Can you support strata in COX model? It is included in lifetimes and statsmodels.

Additional context

https://lifelines.readthedocs.io/en/latest/fitters/regression/CoxPHFitter.html
https://www.statsmodels.org/stable/generated/statsmodels.duration.hazard_regression.PHReg.predict.html#statsmodels.duration.hazard_regression.PHReg.predict

[QB3]

Hello @hermanhmchan ,
Thanks a lot for your interest!
Could you tell us more about how important/useful this option is in your community? (maybe @Klopfe or @PABannier knows).
Would you be able to start a PR to implement this feature?

[agramfort]

Cox models are very common in many businesses like for actuaries / insurance risk businesses

[QB3]

We currently implement a Cox model.
I was wondering how important is the strata option: it seems to be some kind of group weight for the Cox datafit. If this is the case, this might be not too hard to implement since the Cox datafit already has a weighting option