Variables in the OUTEST= Data Set

The OUTEST= data set contains the following variables:

• 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. If both the COVM and COVS options are specified in the PROC LIFETEST statement along with the COVOUT option, _TYPE_=’COVM’ for the model-based covariance estimates and _TYPE_=’COVS’ for the robust sandwich 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 regression coefficient and one variable for the offset variable if the OFFSET= option is specified. If an explanatory variable is not included in the final model in a variable selection process, the corresponding parameter estimates and covariances are set to missing.

• _LNLIKE_, a numeric variable containing the last computed value of the log likelihood

Parameter Names in the OUTEST= Data Set

For continuous explanatory variables, the names of the parameters are the same as the corresponding variables. For CLASS variables, the parameter names are obtained by concatenating the corresponding CLASS variable name with the CLASS category; see the PARAM= option in the CLASS statement and the section CLASS Variable Parameterization for more details. For interaction and nested effects, the parameter names are created by concatenating the names of each component effect.