PROC PHREG Statement

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The PHREG Procedure

PROC PHREG Statement

PROC PHREG < options > ;

You can specify the following options in the PROC PHREG statement.

COVOUT

adds the estimated covariance matrix of the parameter estimates to the OUTEST= data set. The COVOUT option has no effect unless the OUTEST= option is specified.

DATA=SAS-data-set

names the SAS data set containing the data to be analyzed. If you omit the DATA= option, the procedure uses the most recently created SAS data set.

MULTIPASS

requests that, for each Newton-Raphson iteration, PROC PHREG recompiles the risk sets corresponding to the event times for the (start,stop) style of response and recomputes the values of the time-dependent variables defined by the programming statements for each observation in the risk sets. If the MULTIPASS option is not specified, PROC PHREG computes all risk sets and all the variable values and saves them into a utility file. The MULTIPASS option decreases required disk space at the expense of increased execution time; however, for very large data, it may actually save time since it is time consuming to write and read large utility files. This option has an effect only when the (start,stop) style of response is used or when there are time-dependent explanatory variables.

NOPRINT

suppresses all displayed output. Note that this option temporarily disables the Output Delivery

System (ODS); see Chapter 15, "Using the Output Delivery System," for more information.

NOSUMMARY

suppresses the display of the event and censored observation frequencies.

OUTEST=SAS-data-set

creates an output SAS data set that contains estimates of the regression coefficients. If you use the COVOUT option, the data set also contains the estimated covariance matrix of the parameter estimates. The data set includes

any BY variables specified
_TIES_, a character variable of length 8 with four possible values: BRESLOW, DISCRETE, EFRON, and EXACT. These are the four values of the TIES= option in the MODEL statement.
_TYPE_, a character variable of length 8 with two possible values: PARMS for parameter estimates or COV for covariance estimates
_STATUS_, a character variable indicating whether the estimates have converged
_NAME_, a character variable containing the name of the TIME variable for the row of parameter estimates and the name of each explanatory variable to label the rows of covariance estimates
one variable for each explanatory variable in the MODEL statement. In a forward, backward, or stepwise regression analysis, if an explanatory variable is not included in the final model, the corresponding parameter estimate and covariances are set to missing.
_LNLIKE_, a numeric variable containing the last computed value of the log likelihood

SIMPLE

displays simple descriptive statistics (mean, standard deviation, minimum, and maximum) for each explanatory variable in the MODEL statement.

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