The LIFEREG Procedure

Model Specification

Main effects as well as interaction terms are allowed in the model specification, similar to the GLM procedure. For numeric variables, a main effect is a linear term equal to the value of the variable unless the variable appears in the CLASS statement. For variables listed in the CLASS statement, PROC LIFEREG creates indicator variables (variables taking the values zero or one) for every level of the variable except the last level. If there is no intercept term, the first CLASS variable has indicator variables created for all levels including the last level. The levels are ordered according to the ORDER= option. Estimates of a main effect depend upon other effects in the model and, therefore, are adjusted for the presence of other effects in the model.