The LIFETEST Procedure
The OUTTEST= option in the LIFETEST statement creates an output data set that contains the rank statistics for testing the association of failure time with covariates. It contains the following:
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any specified BY variables
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_TYPE_, a character variable of length 8 that labels the type of rank test, either “LOG-RANK” or “WILCOXON” -
_NAME_, a character variable of length 8 that labels the rows of the covariance matrix and the test statistics -
the TIME variable, containing the overall test statistic in the observation that has
_NAME_equal to the name of the time variable and the univariate test statistics under their respective covariates. -
all variables listed in the TEST statement
The output is in the form of a symmetric matrix formed by the covariance matrix of the rank statistics bordered by the rank
statistics and the overall chi-square statistic. If the value of _NAME_ is the name of a variable in the TEST statement, the observation contains a row of the covariance matrix and the value of
the rank statistic in the time variable. If the value of _NAME_ is the name of the TIME variable, the observation contains the values of the rank statistics in the variables from the TEST
list and the value of the overall chi-square test statistic in the TIME variable.
Two complete sets of statistics labeled by the _TYPE_ variable are produced, one for the log-rank test and one for the Wilcoxon test.