Chapter Contents
Chapter Contents
Previous
Previous
Next
Next
The PHREG Procedure

Getting Started

PROC PHREG syntax is similar to that of the other regression procedures in the SAS System. For simple uses, only the PROC PHREG and MODEL statements are required.

Consider the following data from Kalbfleisch and Prentice (1980). Two groups of rats received different pretreatment regimes and then were exposed to a carcinogen. Investigators recorded the survival times of the rats from exposure to mortality from vaginal cancer. Four rats died of other causes, so their survival times are censored. Interest lies in whether the survival curves differ between the two groups.

The data set Rats contains the variable Days (the survival time in days), the variable Status (the censoring indicator variable: 0 if censored and 1 if not censored), and the variable Group (the pretreatment group indicator).

   data Rats;
      label Days  ='Days from Exposure to Death';
      input Days Status Group @@;
      datalines;
   143 1 0   164 1 0   188 1 0   188 1 0
   190 1 0   192 1 0   206 1 0   209 1 0
   213 1 0   216 1 0   220 1 0   227 1 0
   230 1 0   234 1 0   246 1 0   265 1 0
   304 1 0   216 0 0   244 0 0   142 1 1
   156 1 1   163 1 1   198 1 1   205 1 1
   232 1 1   232 1 1   233 1 1   233 1 1
   233 1 1   233 1 1   239 1 1   240 1 1
   261 1 1   280 1 1   280 1 1   296 1 1
   296 1 1   323 1 1   204 0 1   344 0 1
   ;
   run;

In the MODEL statement, the response variable, Days, is crossed with the censoring variable, Status, with the value that indicates censoring enclosed in parentheses (0). The values of Days are considered censored if the value of Status is 0; otherwise, they are considered event times.

   proc phreg data=Rats;
      model Days*Status(0)=Group;
   run;

Results of the PROC PHREG analysis appear in Figure 49.1. Since Group takes only two values, the null hypothesis for no difference between the two groups is identical to the null hypothesis that the regression coefficient for Group is 0. All three tests in the "Testing Global Null Hypothesis: BETA=0" table (see the section "Testing the Global Null Hypothesis") suggest that the survival curves for the two pretreatment groups may not be the same. In this model, the hazards ratio (or risk ratio) for Group, defined as the exponentiation of the regression coefficient for Group, is the ratio of the hazard functions between the two groups. The estimate is 0.551, implying that the hazard function for Group=1 is smaller than that for Group=0. In other words, rats in Group=1 lived longer than those in Group=0.

The PHREG Procedure

Model Information
Data Set WORK.RATS  
Dependent Variable Days Days from Exposure to Death
Censoring Variable Status  
Censoring Value(s) 0  
Ties Handling BRESLOW  

Summary of the Number of Event and Censored
Values
Total Event Censored Percent
Censored
40 36 4 10.00

Convergence Status
Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics
Criterion Without
Covariates
With
Covariates
-2 LOG L 204.317 201.438
AIC 204.317 203.438
SBC 204.317 205.022

Testing Global Null Hypothesis: BETA=0
Test Chi-Square DF Pr > ChiSq
Likelihood Ratio 2.8784 1 0.0898
Score 3.0001 1 0.0833
Wald 2.9254 1 0.0872

Analysis of Maximum Likelihood Estimates
Variable DF Parameter
Estimate
Standard
Error
Chi-Square Pr > ChiSq Hazard
Ratio
Group 1 -0.59590 0.34840 2.9254 0.0872 0.551

Figure 49.1: Comparison of Two Survival Curves

In this example, the comparison of two survival curves is put in the form of a proportional hazards model. This approach is essentially the same as the log-rank (Mantel-Haenszel) test. In fact, if there are no ties in the survival times, the likelihood score test in the Cox regression analysis is identical to the log-rank test. The advantage of the Cox regression approach is the ability to adjust for the other variables by including them in the model. For example, the present model could be expanded by including a variable that contains the initial body weights of the rats.

Next, consider a simple test of the validity of the proportional hazards assumption. The proportional hazards model for comparing the two pretreatment groups is given by the following:

h(t)=\{ h_{0}(t) & { if GROUP =0} \ h_{0}(t)e^{\beta_{1}} & { if GROUP =1}
 .

The ratio of hazards is e^{\beta_{1}},which does not depend on time. If the hazard ratio changes with time, the proportional hazards model assumption is invalid. Simple forms of departure from the proportional hazards model can be investigated with the following time-dependent explanatory variable x=x(t):
x(t) = \{ 0 & { if GROUP =0} \ {\rm log}(t)-5.4 & { if GROUP =1}
 .

Here, log(t) is used instead of t to avoid numerical instability in the computation. The constant, 5.4, is the average of the logs of the survival times and is included to improve interpretability. The hazard ratio in the two groups then becomes e^{ \beta_{1}-5.4\beta_{2}} t^{\beta_{2}},where \beta_{2}is the regression parameter for the time-dependent variable x. The term e^{\beta_{1}} represents the hazard ratio at the geometric mean of the survival times. A nonzero value of \beta_{2}would imply an increasing (\beta_{2}\gt)or decreasing (\beta_{2}\lt)trend in the hazard ratio with time. The MODEL statement in this analysis also includes the time-dependent explanatory variable X, which is defined within the procedure by the programming statement that follows the MODEL statement. At each event time, subjects in the risk set (those alive just before the event time) have their X values changed accordingly.

   proc phreg data=Rats;
      model Days*Status(0)=Group X;
      X=Group*(log(Days) - 5.4);
   run;

The PHREG Procedure

Analysis of Maximum Likelihood Estimates
Variable DF Parameter
Estimate
Standard
Error
Chi-Square Pr > ChiSq Hazard
Ratio
Group 1 -0.59976 0.34837 2.9639 0.0851 0.549
X 1 -0.22952 1.82489 0.0158 0.8999 0.795

Figure 49.2: A Simple Test of Trend in the Hazard Ratio

The analysis of the parameter estimates is displayed in Figure 49.2. The Wald chi-squared statistic for testing the null hypothesis that \beta_{2}=0is 0.0158. The statistic is not statistically significant when compared to a chi-squared distribution with one degree of freedom (p=0.8999). Thus, you can conclude that there is no evidence of an increasing or decreasing trend over time in the hazard ratio. See the "Examples" section for additional illustrations of PROC PHREG usage.

Chapter Contents
Chapter Contents
Previous
Previous
Next
Next
Top
Top

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.