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Problem Note 38391: Wald confidence limits from the HAZARDRATIO statement in the PHREG procedure might be incorrect with PARAM=GLM coding

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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

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/STATz/OS9.229.2 TS1M09.2 TS2M3
Microsoft® Windows® for 64-Bit Itanium-based Systems9.229.2 TS1M09.2 TS2M3
Microsoft Windows Server 2003 Datacenter 64-bit Edition9.229.2 TS1M09.2 TS2M3
Microsoft Windows Server 2003 Enterprise 64-bit Edition9.229.2 TS1M09.2 TS2M3
Microsoft Windows XP 64-bit Edition9.229.2 TS1M09.2 TS2M3
Microsoft® Windows® for x649.229.2 TS1M09.2 TS2M3
Microsoft Windows Server 2003 Datacenter Edition9.229.2 TS1M09.2 TS2M3
Microsoft Windows Server 2003 Enterprise Edition9.229.2 TS1M09.2 TS2M3
Microsoft Windows Server 2003 Standard Edition9.229.2 TS1M09.2 TS2M3
Microsoft Windows XP Professional9.229.2 TS1M09.2 TS2M3
Windows Vista9.229.2 TS1M09.2 TS2M3
64-bit Enabled AIX9.229.2 TS1M09.2 TS2M3
64-bit Enabled HP-UX9.229.2 TS1M09.2 TS2M3
64-bit Enabled Solaris9.229.2 TS1M09.2 TS2M3
HP-UX IPF9.229.2 TS1M09.2 TS2M3
Linux9.229.2 TS1M09.2 TS2M3
Linux for x649.229.2 TS1M09.2 TS2M3
OpenVMS on HP Integrity9.229.2 TS1M09.2 TS2M3
Solaris for x649.229.2 TS1M09.2 TS2M3
Microsoft Windows Server 2003 for x649.229.229.2 TS2M39.2 TS2M3
Microsoft Windows Server 20089.229.229.2 TS2M39.2 TS2M3
Microsoft Windows Server 2008 for x649.229.229.2 TS2M39.2 TS2M3
Windows 7 Enterprise 32 bit9.229.229.2 TS2M39.2 TS2M3
Windows 7 Enterprise x649.229.229.2 TS2M39.2 TS2M3
Windows 7 Home Premium 32 bit9.229.229.2 TS2M39.2 TS2M3
Windows 7 Home Premium x649.229.229.2 TS2M39.2 TS2M3
Windows 7 Professional 32 bit9.229.229.2 TS2M39.2 TS2M3
Windows 7 Professional x649.229.229.2 TS2M39.2 TS2M3
Windows 7 Ultimate 32 bit9.229.229.2 TS2M39.2 TS2M3
Windows 7 Ultimate x649.229.229.2 TS2M39.2 TS2M3
Windows Vista for x649.229.229.2 TS2M39.2 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.