Displayed Output

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The PHREG Procedure

Displayed Output

The displayed output of the PHREG procedure contains the following:

the two-level name of the input data set
the name and label of the failure-time variable
the name and label of the censoring variable
the censoring values
the name and label of the offset variable
the name and label of the frequency variable
the method of handling ties in the failure time
the "Summary of the Number of Event and Censored Values" table, which displays, for each stratum, the breakdown of the number of events and censored values. This table is not produced if the NOSUMMARY option is specified.
the "Simple Statistics for Explanatory Variables" table, which displays, for each stratum, the mean, standard deviation, and minimum and maximum for each explanatory variable in the MODEL statement (if you specify the SIMPLE option in the PROC PHREG statement)
the "Iteration History" table, which displays the iteration number, step size, log likelihood, and parameter estimates at each iteration (if you specify the ITPRINT option in the MODEL statement). The last evaluation of the gradient vector is also displayed.
the "Model Fit Statistics" table, which gives the values of -2 log likelihood for fitting a model with no explanatory variable and for fitting a model with all the explanatory variables. The AIC and SBC are also given in this table.
the "Testing Global Null Hypothesis: BETA=0" table, which displays results of the likelihood ratio test, the score test, and the Wald test
the "Analysis of Maximum Likelihood Estimates" table, which contains the following:

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the maximum likelihood estimate of the parameter
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the estimated standard error of the parameter estimate, computed as the square root of the corresponding diagonal element of the estimated covariance matrix
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the Wald Chi-Square statistic, computed as the square of the parameter estimate divided by its standard error estimate
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the degrees of freedom of the Wald chi-square statistic. It has a value of 1 unless the corresponding parameter is redundant or infinite, in which case the value is 0.
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the p-value of the Wald chi-squared statistic with respect to a chi-squared distribution with one degree of freedom

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the hazards ratio computed by exponentiating the parameter estimate
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the confidence limits for the hazards ratio (if you specified the option RISKLIMITS)
the "Regression Models Selected by Score Criterion" table, which gives the number of explanatory variables in each model, the score chi-squared statistic, and the names of the variables included in the model (if you specify SELECTION=SCORE in the MODEL statement)
the "Analysis of Variables Not in the Model" table, which gives the Score chi-squared statistic for testing the significance of each variable not in the model after adjusting for the variables already in the model, and the p-value of the chi-squared statistic with respect to a chi-squared distribution with one degree of freedom (if you specify SELECTION=FORWARD, SELECTION=BACKWARD, or SELECTION=STEPWISE in the MODEL statement). This table is produced before the variable selected for entry for SELECTION=FORWARD or SELECTION=STEPWISE is displayed.
a summary of the model-building process, which gives the step number, the explanatory variables entered or removed at each step, the chi-squared statistic, and the corresponding p-value on which the entry or removal is based (if you specify SELECTION=FORWARD, SELECTION=BACKWARD, or SELECTION=STEPWISE in the MODEL statement)
the estimated covariance matrix of the parameter estimates (if you use the COVB option in the MODEL statement)
the estimated correlation matrix of the parameter estimates (if you use the CORRB option in the MODEL statement)
the "Linear Hypothesis Testing" table, which gives the results of the Wald test for each TEST statement (if specified)

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