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

The PHREG Procedure

Bayesian 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, the method of handling ties in the failure time, the number of burn-in iterations, the number of iterations after the burn-in, and the number of thinning iterations. 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. This table is not produced if the NONSUMMARY option is specified in the PROC PHREG statement. For ODS purposes, the name of the "Summary of the Number of Event and Censored Values" table is "CensoredSummary."

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."

Class Level Information

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

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."

Regression Parameter Information

The "Regression Parameter Information" table displays the names of the parameters and the corresponding level information of effects containing the CLASS variables. For ODS purposes, the name of the "Regression Parameter Information" table is "ParmInfo."

Constant Baseline Hazard Time Intervals

The "Constant Baseline Hazard Time Intervals" table displays the intervals of constant baseline hazard and the corresponding numbers of failure times and event times. This table is produced only if you specify the PIECEWISE option in the BAYES statement. For ODS purposes, the name of the "Constant Baseline Hazard Time Intervals" table is "Interval."

Maximum Likelihood Estimates

The "Maximum Likelihood Estimates" table displays, for each parameter, the maximum likelihood estimate, the estimated standard error, and the 95% confidence limits. For ODS purposes, the name of the "Maximum Likelihood Estimates" table is "ParameterEstimates."

Hazard Prior

The "Hazard Prior" table is displayed if you specify the PIECEWISE=HAZARD option in the BAYES statement. It describes the prior distribution of the hazard parameters. For ODS purposes, the name of the "Hazard Prior" table is "HazardPrior."

Log-Hazard Prior

The "Log-Hazard Prior" table is displayed if you specify the PIECEWISE=LOGHAZARD option in the BAYES statement. It describes the prior distribution of the log-hazard parameters. For ODS purposes, the name of the "Log-Hazard Prior" table is "HazardPrior."

Coefficient Prior

The "Coefficient Prior" table displays the prior distribution of the regression coefficients. For ODS purposes, the name of the "Coefficient Prior" table is "CoeffPrior."

Initial Values

The "Initial Values" table is displayed if you specify the INITIAL option in the BAYES statement. The table contains the initial values of the parameters for the Gibbs sampling. For ODS purposes, the name of the "Initial Values" table is "InitialValues."

Fit Statistics

The "Fit Statistics" table displays the DIC and pD statistics for each parameter. For ODS purposes, the name of the "Fit Statistics" table is "FitStatistics."

Posterior Summaries

The "Posterior Summaries" table displays the size of the posterior sample, the mean, the standard error, and the percentiles for each model parameter. For ODS purposes, the name of the "Posterior Summaries" table is "PostSummaries."

Posterior Intervals

The "Posterior Intervals" table displays the equal-tail interval and the HPD interval for each model parameter. For ODS purposes, the name of the "Posterior Intervals" table is "PostIntervals."

Posterior Covariance Matrix

The "Posterior Covariance Matrix" table is produced if you include COV in the SUMMARY= option in the BAYES statement. This tables displays the sample covariance of the posterior samples. For ODS purposes, the name of the "Posterior Covariance Matrix" table is "Cov."

Posterior Correlation Matrix

The "Posterior Correlation Matrix" table is displayed if you include CORR in the SUMMARY= option in the BAYES statement. The table contains the sample correlation of the posterior samples. For ODS purposes, the name of the "Posterior Correlation Matrix" table is "Corr."

Posterior Autocorrelations

The "Posterior Autocorrelations" table displays the lag 1, lag 5, lag 10, and lag 50 autocorrelations for each parameter. For ODS purposes, the name of the "Posterior Autocorrelations" table is "AutoCorr."

Gelman-Rubin Diagnostics

The "Gelman-Rubin Diagnostics" table is produced if you include GELMAN in the DIAGNOSTIC= option in the BAYES statement. This table displays the estimate of the potential scale reduction factor and its 97.5% upper confidence limit for each parameter. For ODS purposes, the name of the "Gelman-Rubin Diagnostics" table is "Gelman."

Geweke Diagnostics

The "Geweke Diagnostics" table displays the Geweke statistic and its $\text{[math]}$ -value for each parameter. For ODS purposes, the name of the "Geweke Diagnostics" table is "Geweke."

Raftery-Lewis Diagnostics

The "Raftery-Lewis Diagnostics" tables is produced if you include RAFTERY in the DIAGNOSTIC= option in the BAYES statement. This table displays the Raftery and Lewis diagnostics for each variable. For ODS purposes, the name of the "Raftery-Diagnostics" table is "Raftery."

Heidelberger-Welch Diagnostics

The "Heidelberger-Welch Diagnostics" table is displayed if you include HEIDELBERGER in the DIAGNOSTIC= option in the BAYES statement. This table describes the results of a stationary test and a halfwidth test for each parameter. For ODS purposes, the name of the "Heidelberger-Welch Diagnostics" table is "Heidelberger."

Effective Sample Sizes

The "Effective Sample Sizes" table displays, for each parameter, the effective sample size, the correlation time, and the efficiency. For ODS purposes, the name of the "Effective Sample Sizes" table is "ESS."

Hazard Ratios for label

The "Hazard Ratios for label" table is displayed if you specify the HAZARDRATIO statement. The table displays the posterior summary for each hazard ratio. The summary includes the mean, standard error, quartiles, and equal-tailed and HPD intervals. For ODS purposes, the name of the "Hazard Ratios for label" table is "HazardRatios."

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 table 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.

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