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The LIFETEST Procedure |
The TEST statement specifies a list of numeric (continuous) covariates that you want tested for association with the failure time.
Two sets of rank statistics are computed. These rank statistics and their variances are pooled over all strata. Univariate (marginal) test statistics are displayed for each of the covariates.
Additionally, a sequence of test statistics
for joint effects of covariates is displayed.
The first element of the sequence is
the largest univariate test statistic.
Other variables are then added on the basis of
the largest increase in the joint test statistic.
The process continues until all the variables
have been added or until the remaining variables are
linearly dependent on the previously added variables.
See the section "Computational Formulas"
for more information.
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