Problem Note 38391: Wald confidence limits from the HAZARDRATIO statement in the PHREG procedure might be incorrect with PARAM=GLM coding
If you use the GLM parameterization, the Wald confidence limits provided by the HAZARDRATIO statement might be incorrect. These incorrect Wald confidence limits include those for the hazard ratios of any CLASS variables and of a continuous variable that has an interaction effect with a CLASS variable. For example all of the following HAZARDRATIO statements produce some incorrect Wald confidence limits:
proc phreg;
class Gender Group / param=glm;
model duration*censor(1)= Gender X Group X*Group;
hazardratio ‘incorrect1’ Gender;
hazardratio ‘incorrect2’ X;
hazardratio ‘incorrect3’ Group;
run;
The point estimates of the hazard ratios from the HAZARDRATIO statement are not affected, nor are the profile likelihood confidence limits. The CONTRAST statement provides a potential work-around if you need to compute custom hazard ratios and confidence limits when using PARAM=GLM coding.
Click the Hot Fix tab in this note to access the hot fix for this issue. The Hot Fix is available only for the SAS9.2 TS2M2 release.
Operating System and Release Information
SAS System | SAS/STAT | z/OS | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft® Windows® for 64-Bit Itanium-based Systems | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows Server 2003 Datacenter 64-bit Edition | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows Server 2003 Enterprise 64-bit Edition | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows XP 64-bit Edition | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft® Windows® for x64 | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows Server 2003 Datacenter Edition | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows Server 2003 Enterprise Edition | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows Server 2003 Standard Edition | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows XP Professional | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Windows Vista | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
64-bit Enabled AIX | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
64-bit Enabled HP-UX | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
64-bit Enabled Solaris | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
HP-UX IPF | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Linux | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Linux for x64 | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
OpenVMS on HP Integrity | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Solaris for x64 | | 9.22 | 9.2 TS1M0 | 9.2 TS2M3 |
Microsoft Windows Server 2003 for x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Microsoft Windows Server 2008 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Microsoft Windows Server 2008 for x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Enterprise 32 bit | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Enterprise x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Home Premium 32 bit | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Home Premium x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Professional 32 bit | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Professional x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Ultimate 32 bit | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows 7 Ultimate x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
Windows Vista for x64 | 9.22 | 9.22 | 9.2 TS2M3 | 9.2 TS2M3 |
*
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.
If you use the GLM parameterization, the Wald confidence limits on the hazard ratios provided by the HAZARDRATIO statement might be incorrect.
Type: | Problem Note |
Priority: | alert |
Topic: | Analytics ==> Survival Analysis SAS Reference ==> Procedures ==> PHREG
|
Date Modified: | 2010-10-04 12:07:26 |
Date Created: | 2010-01-13 15:59:21 |