The PHREG Procedure

Introduction to Survival Analysis Procedures

The PHREG Procedure

The PHREG procedure fits the proportional hazards model of Cox (1972, 1975) to survival data that may be right censored. The Cox model is a semiparametric model in which the hazard function of the survival time is given by

$h(t | x) = h_0(t) \exp({\beta}'x(t))$

where h₀(t) is an unspecified baseline hazard function, x(t) is a vectors of covariate values, possibly time-dependent, and ${\beta}$ is a vector of unknown regression parameters. The model is referred to as a semiparametric model since part of the model involves the unspecified baseline function over time (which is infinite dimensional) and the other part involves a finite number of regression parameters. Several texts that discuss the Cox regression models are Collett (1994), Cox and Oaks (1984), Lawless (1982), Kalbfleish and Prentice (1980).

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