Introduction to Survival Analysis Procedures


Quantile Regression: The QUANTLIFE Procedure

The QUANTLIFE procedure explores how the conditional quantile of the failure time variable depends on covariates. Quantile regression provides a flexible way to capture heterogeneous effects, in the sense that the tails and the central location of the conditional distributions can vary differently with the covariates. Thus, quantile regression offers a powerful tool in survival analysis, where the lifetimes are skewed and extreme survival times can be of special interest (Koenker and Geling, 2001; Huang, 2010). For more information about PROC QUANTLIFE, see ChapterĀ 82: The QUANTLIFE Procedure.