PROC PHREG: Maximum Likelihood Analysis Displayed Output :: SAS/STAT(R) 9.2 User's Guide, Second Edition

The PHREG Procedure

Maximum Likelihood Analysis Displayed Output

Model Information

The "Model Information" table displays 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 and the values indicating censored times, the model (either the Cox model or the piecewise constant baseline hazard model), the name and label of the OFFSET variable, the name and label of the FREQ variable, the name and label of the WEIGHT variable, and the method of handling ties in the failure time for the Cox model. For ODS purposes, the name of the "Model Information" table is "ModelInfo."

Number of Observations

The "Number of Observations" table displays the number of observations read and used in the analysis. For ODS purposes, the name of the "Number of Observations" is "NObs."

Summary of the Number of Event and Censored Values

The "Summary of the Number of Event and Censored Values" table displays, for each stratum, the breakdown of the number of events and censored values. For ODS purposes, the name of the "Summary of the Number of Event and Censored Values" table is "CensoredSummary."

Class Level Information

The "Class Level Information" table is displayed when there are CLASS variables in the model. The table lists the categories of every CLASS variable that is used in the model and the corresponding design variable values. For ODS purposes, the name of the "Class Level Information" table is "ClassLevelInfo."

Descriptive Statistics for Continuous Explanatory Variables

The "Simple Statistics for Continuous Explanatory Variables" table is displayed when you specify the SIMPLE option in the PROC PHREG statement. The table contains, for each stratum, the mean, standard deviation, and minimum and maximum for each continuous explanatory variable in the MODEL statement. For ODS purposes, the name of the "Descriptive Statistics for Continuous Explanatory Variables" table is "SimpleStatistics."

Frequency Distribution of CLASS Variables

The "Frequency Distribution of CLASS Variables" table is displayed if you specify the SIMPLE option in the PROC PHREG statement and there are CLASS variables in the model. The table lists the frequency of the levels of the CLASS variables. For ODS purposes, the name of the "Frequency Distribution of CLASS Variables" table is "ClassLevelFreq."

Maximum Likelihood Iteration History

The "Maximum Likelihood Iteration History" table is displayed if you specify the ITPRINT option in the MODEL statement. The table contains the iteration number, ridge value or step size, log likelihood, and parameter estimates at each iteration. For ODS purposes, the name of the "Maximum Likelihood Iteration History" table is "IterHistory."

Gradient of Last Iteration

The "Gradient of Last Iteration" table is displayed if you specify the ITPRINT option in the MODEL statement. For ODS purposes, the name of the "Gradient of Last Iteration" table is "LastGradient."

Convergence Status

The "Convergence Status" table displays the convergence status of the Newton-Raphson maximization. For ODS purposes, the name of the "Convergence Status" table is "ConvergenceStatus."

Model Fit Statistics

The "Model Fit Statistics" table displays the values of $\text{[math]}$ 2 log likelihood for the null model and the fitted model, the AIC, and SBC. For ODS purposes, the name of the "Model Fit Statistics" table is "FitStatistics."

Testing Global Null Hypothesis: BETA=0

The "Testing Global Null Hypothesis: BETA=0" table displays results of the likelihood ratio test, the score test, and the Wald test for testing the hypothesis that all parameters are zero. For ODS purpose, the name of the "Testing Global Null Hypothesis: BETA=0" table is "GlobalTests."

Type 3 Tests

The "Type 3 Tests" table is displayed if the model contains CLASS variables. The table displays type 3 Wald chi-square statistic, the degrees of freedom, and the p-value for each effect in the model. For ODS purposes, the name of "Type 3 Tests" is "Type3."

Analysis of Maximum Likelihood Estimates

The "Analysis of Maximum Likelihood Estimates" table displays the maximum likelihood estimate of the parameter; the estimated standard error, computed as the square root of the corresponding diagonal element of the estimated covariance matrix; the ratio of the robust standard error estimate to the model-based standard error estimate if you specify the COVS option in the PROC statement; the Wald Chi-Square statistic, computed as the square of the parameter estimate divided by its standard error estimate; the degrees of freedom of the Wald chi-square statistic, which has a value of 1 unless the corresponding parameter is redundant or infinite, in which case the value is 0; the p-value of the Wald chi-square statistic with respect to a chi-square distribution with one degree of freedom; the hazard ratio estimate; and the confidence limits for the hazard ratio if you specified the RISKLIMITS option in the MODEL statement. For ODS purposes, the name of the "Analysis of Maximum Likelihood Estimates" table is "ParameterEstimates."

Regression Models Selected by Score Criterion

The "Regression Models Selected by Score Criterion" table is displayed if you specify SELECTION=SCORE in the MODEL statement. The table contains the number of explanatory variables in each model, the score chi-square statistic, and the names of the variables included in the model. For ODS purposes, the name of the "Regression Models Selected by Score Criterion" table is "BestSubsets."

Analysis of Effects Eligible for Entry

The "Analysis of Effects Eligible for Entry" table is displayed if you use the FORWARD or STEPWISE selection method and you specify the DETAILS option in the MODEL statement. The table contains the score chi-square 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-square statistic with respect to a chi-square distribution with one degree of freedom. This table is produced before a variable is selected for entry in a forward selection step. For ODS purposes, the name of the "Analysis of Effects Eligible for Entry" table is "EffectsToEntry."

Analysis of Effects Eligible for Removal

The "Analysis of Effects Eligible for Removal" table is displayed if you use the BACKWARD or STEPWISE selection method and you specify the DETAILS option in the MODEL statement. The table contains the Wald chi-square statistic for testing the significance of each candidate effect for removal, the degrees of freedom of the Wald chi-square, and the corresponding p-value. This table is produced before an effect is selected for removal. For ODS purposes, the name of the "Analysis of Effects Eligible for Removal" table is "EffectsToRemoval."

Summary of Backward Elimination

The "Summary of Backward Elimination" table is displayed if you specify the SELECTION=BACKWARD option in the MODEL statement. The table contains the step number, the effects removed at each step, the corresponding chi-square statistic, the degrees of freedom, and the p-value. For ODS purpose, the name of the "Summary of Backward Elimination" table is "ModelBuildingSummary."

Summary of Forward Selection

The "Summary of Forward Selection" table is displayed if you specify the SELECTION=FORWARD option in the MODEL statement. The table contains the step number, the effects entered at each step, the corresponding chi-square statistic, the degrees of freedom, and the p-value. For ODS purpose, the name of the "Summary of Forward Selection" table is "ModelBuildingSummary."

Summary of Stepwise Selection

The "Summary of Stepwise Selection" table is displayed if you specify SELECTION=STEPWISE is specified in the MODEL statement. The table contains the step number, the effects entered or removed at each step, the corresponding chi-square statistic, the degrees of freedom, and the corresponding p-value. For ODS purpose, the name of the "Summary of Stepwise Selection" table is "ModelBuildingSummary."

Covariance Matrix

The "Covariance Matrix" table is displayed if you specify the COVB option in the MODEL statement. The table contains the estimated covariance matrix for the parameter estimates. For ODS purposes, the name of the "Covariance Matrix" table is "CovB."

Correlation Matrix

The "Correlation Matrix" table is displayed if you specify the COVB option in the MODEL statement. The table contains the estimated correlation matrix for the parameter estimates. For ODS purposes, the name of the "Correlation Matrix" table is "CorrB."

Hazard Ratios for label

The "Hazard Ratios for label" table is displayed if you specify the HAZARDRATIO statement. The table displays the estimate and confidence limits for each hazard ratio. For ODS purposes, the name of the "Hazard Ratios for label" table is "HazardRatios."

Linear Coefficients for label

The "Linear Coefficients label" table is displayed if you specify the E option in the TEST statement with label being the TEST statement label. The table contains the coefficients and constants of the linear hypothesis. For ODS purposes, the name of the "Linear Coefficients for label" table is "TestCoeff."

L[cov(b)]L’ and Lb-c

The "L[cov(b)]L’ and Lb-c" table is displayed if you specified the PRINT option in a TEST statement with label being the TEST statement label. The table displays the intermediate calculations of the Wald test. For ODS purposes, the name of the "L[cov(b)]L’ and Lb-c" table is "TestPrint1."

Ginv(L[cov(b)]L’) and Ginv(L[cov(b)]L’)(Lb-c)

The "Ginv(L[cov(b)]L’) and Ginv(L[cov(b)]L’)(Lb-c)" table is displayed if you specified the PRINT option in a TEST statement with label being the TEST statement label. The table displays the intermediate calculations of the Wald test. For ODS purposes, the name of the "Ginv(L[cov(b)]L’) and Ginv(L[cov(b)]L’)(Lb-c)" table is "TestPrint2."

label Test Results

The "label Test Results" table is displayed if you specify a TEST statement with label being the TEST statement label. The table contains the Wald chi-square statistic, the degrees of freedom, and the $\text{[math]}$ -value. For ODS purposes, the name of "label Test Results" table is "TestStmts."

Average Effect for label

The "Average Effect for label" table is displayed if the AVERAGE option is specified in a TEST statement with label being the TEST statement label. The table contains the weighted average of the parameter estimates for the variables in the TEST statement, the estimated standard error, the z-score, and the p-value. For ODS purposes, the name of the "Average Effect for label" is "TestAverage."

Reference Set of Covariates for Plotting

The "Reference Set of Covariates for Plotting" table is displayed if the PLOTS= option is requested without specifying the COVARIATES= data set in the BASELINE statement. The tables contains the values of the covariates for the reference set, where the reference levels are used for the CLASS variables and the sample averages for the continuous variables.

Top of Page