Problem Note 12421: PROC PHREG will produce an incorrect sandwich estimate of the covariance
matrix resulting in incorrect sandwich estimate standard errors when a
strata level having no events exists and you are using the COVS option
If you specify the COVSANDWICH|COVS option on the PROC PHREG statement
and you are also using a STRATA statement, then PROC PHREG will produce
an incorrect covariance matrix resulting in incorrect sandwich estimates
of the standard errors in the Parameter Estimates table if any of the
strata levels have zero events.
This problem occurs with any TIES= option specification (Breslow, Efron,
Discrete, Exact) and occurs whether or not the AGGREGATE= option and ID
statement are used in conjunction with COVSANDWICH|COVS.
To circumvent the problem, remove the observations corresponding to the
strata levels for which there are no events before submitting the data
to PROC PHREG.
Operating System and Release Information
| SAS System | SAS/STAT | Microsoft Windows XP Professional | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows NT Workstation | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows 2000 Professional | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows 2000 Server | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M0 | 9.1 TS1M3 |
| z/OS | 9.1 TS1M0 | 9.1 TS1M3 |
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M0 | 9.1 TS1M3 |
| 64-bit Enabled Solaris | 9.1 TS1M0 | 9.1 TS1M3 |
| 64-bit Enabled AIX | 9.1 TS1M0 | 9.1 TS1M3 |
| OpenVMS Alpha | 9.1 TS1M0 | 9.1 TS1M3 |
| 64-bit Enabled HP-UX | 9.1 TS1M0 | 9.1 TS1M3 |
| HP-UX IPF | 9.1 TS1M0 | 9.1 TS1M3 |
| Linux | 9.1 TS1M0 | 9.1 TS1M3 |
| Tru64 UNIX | 9.1 TS1M0 | 9.1 TS1M3 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | SAS Reference ==> Procedures ==> PHREG Analytics ==> Bayesian Analysis Analytics ==> Market Research Analytics ==> Survival Analysis
|
| Date Modified: | 2004-06-04 09:46:57 |
| Date Created: | 2004-05-18 15:53:50 |