MODEL
response <*censor (list)> = effects </ options> ;
MODEL
(t1, t2)<*censor(list)> = effects </ options> ;
The MODEL statement identifies the variables to be used as the failure time variables, the optional censoring variable, and
the explanatory effects, including covariates, main effects, interactions, nested effects; see the section Specification of Effects of Chapter 42: The GLM Procedure, for more information. A note of caution: specifying the effect T
*A
in the MODEL statement, where T
is the time variable and A
is a CLASS variable, does not make the effect timedependent. See the section Time and CLASS Variables Usage for more information.
Two forms of MODEL syntax can be specified; the first form allows one time variable, and the second form allows two time variables for the counting process style of input (see the section Counting Process Style of Input for more information).
In the first MODEL statement, the name of the failure time variable precedes the equal sign. This name can optionally be followed by an asterisk, the name of the censoring variable, and a list of censoring values (separated by blanks or commas if there is more than one) enclosed in parentheses. If the censoring variable takes on one of these values, the corresponding failure time is considered to be censored. Following the equal sign are the explanatory effects (sometimes called independent variables or covariates) for the model.
Instead of a single failuretime variable, the second MODEL statement identifies a pair of failuretime variables. Their names are enclosed in parentheses, and they signify the endpoints of a semiclosed interval during which the subject is at risk. If the censoring variable takes on one of the censoring values, the time t2 is considered to be censored.
The censoring variable must be numeric and the failuretime variables must contain nonnegative values. Any observation with a negative failure time is excluded from the analysis, as is any observation with a missing value for any of the variables listed in the MODEL statement. Failuretime variables with a SAS date format are not recommended because the dates might be translated into negative numbers and consequently the corresponding observation would be discarded.
Table 67.10 summarizes the options available in the MODEL statement. These options can be specified after a slash (/). Four convergence criteria are allowed for the maximum likelihood optimization: ABSFCONV=, FCONV=, GCONV=, and XCONV=. If you specify more than one convergence criterion, the optimization is terminated as soon as one of the criteria is satisfied. If none of the criteria is specified, the default is GCONV=1E–8.
Table 67.10: MODEL Statement Options
Option 
Description 

Model Specification Options 

Suppresses model fitting 

Specifies offset variable 

Specifies effect selection method 

Effect Selection Options 

Controls the number of models displayed for SCORE selection 

Requests detailed results at each step 

Specifies whether and how hierarchy is maintained and whether a single effect or multiple effects are allowed to enter or leave the model per step 

Specifies number of effects included in every model 

Specifies maximum number of steps for STEPWISE selection 

Adds or deletes effects in sequential order 

Specifies significance level for entering effects 

Specifies significance level for removing effects 

Specifies number of variables in first model 

Specifies number of variables in final model 

Adds or deletes variables by residual chisquare criterion 

Maximum Likelihood Optimization Options 

Specifies absolute function convergence criterion 

Specifies relative function convergence criterion 

Specifies Firth’s penalized likelihood method 

Specifies relative gradient convergence criterion 

Specifies relative parameter convergence criterion 

Specifies maximum number of iterations 

Specifies the initial ridging value 

Specifies the technique to improve the log likelihood function when its value is worse than that of the previous step 

Specifies tolerance for testing singularity 

Confidence Interval Options 

Specifies for the confidence intervals 

Specifies profilelikelihood convergence criterion 

Computes confidence intervals for hazard ratios 

Display Options 

Displays correlation matrix 

Displays covariance matrix 

Displays iteration history 

Suppresses “Class Level Information” table 

Displays Type 1 analysis 

Displays Type 3 analysis 

Miscellaneous Options 

Specifies the delayed entry time variable 

Specifies the method of handling ties in failure times 