Problem Note 43794: In SAS 9.2, PHREG incorrectly uses the overall covariate means for the BASELINE statement estimates when a STRATA statement is present
SAS 9.2 PROC PHREG, in the presence of a STRATA statement, incorrectly uses the overall covariate means by default in the BASELINE OUT= data set when no COVARIATES= option/data set is specified.
For SAS 9.2, a work-around is to use a COVARIATES= data set that contains all the stratum-specific covariate means and post-process the OUT= data set to select the appropriate estimates. You can then plot the selected estimates with PROC SGPLOT. See the test program on the Full Code tab above.
Operating System and Release Information
| SAS System | SAS/STAT | z/OS | 9.2 TS1M0 | 9.3 TS1M0 |
| OpenVMS on HP Integrity | 9.2 TS1M0 | 9.3 TS1M0 |
| Solaris for x64 | 9.2 TS1M0 | 9.3 TS1M0 |
| Linux for x64 | 9.2 TS1M0 | 9.3 TS1M0 |
| Linux | 9.2 TS1M0 | 9.3 TS1M0 |
| 64-bit Enabled Solaris | 9.2 TS1M0 | 9.3 TS1M0 |
| HP-UX IPF | 9.2 TS1M0 | 9.3 TS1M0 |
| 64-bit Enabled HP-UX | 9.2 TS1M0 | 9.3 TS1M0 |
| 64-bit Enabled AIX | 9.2 TS1M0 | 9.3 TS1M0 |
| Windows Vista for x64 | 9.2 TS1M0 | 9.3 TS1M0 |
| Windows Vista | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows XP Professional | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft® Windows® for x64 | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows XP 64-bit Edition | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 TS1M0 | 9.3 TS1M0 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 TS1M0 | 9.3 TS1M0 |
*
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.
options ls=80 ps=56 nodate number pageno=1 center;
ods select all;
ods trace off;
ods listing;
title1;
footnote1;
run;
data VALung;
drop check m;
retain Therapy Cell;
infile datalines column=column;
length Check $ 1;
M=Column;
input Check $ @@;
if M>Column then M=1;
if Check='s'|Check='t' then input @M Therapy $ Cell $ ;
else input @M SurvTime Kps DiagTime Age Prior @@;
if SurvTime > .;
censor=(SurvTime<0);
SurvTime=abs(SurvTime);
Treatment=(Therapy='test');
cards;
standard squamous
72 60 7 69 0 411 70 5 64 10 228 60 3 38 0 126 60 9 63 10
118 70 11 65 10 10 20 5 49 0 82 40 10 69 10 110 80 29 68 0
314 50 18 43 0 -100 70 6 70 0 42 60 4 81 0 8 40 58 63 10
144 30 4 63 0 -25 80 9 52 10 11 70 11 48 10
standard small
30 60 3 61 0 384 60 9 42 0 4 40 2 35 0 54 80 4 63 10
13 60 4 56 0 -123 40 3 55 0 -97 60 5 67 0 153 60 14 63 10
59 30 2 65 0 117 80 3 46 0 16 30 4 53 10 151 50 12 69 0
22 60 4 68 0 56 80 12 43 10 21 40 2 55 10 18 20 15 42 0
139 80 2 64 0 20 30 5 65 0 31 75 3 65 0 52 70 2 55 0
287 60 25 66 10 18 30 4 60 0 51 60 1 67 0 122 80 28 53 0
27 60 8 62 0 54 70 1 67 0 7 50 7 72 0 63 50 11 48 0
392 40 4 68 0 10 40 23 67 10
standard adeno
8 20 19 61 10 92 70 10 60 0 35 40 6 62 0 117 80 2 38 0
132 80 5 50 0 12 50 4 63 10 162 80 5 64 0 3 30 3 43 0
95 80 4 34 0
standard large
177 50 16 66 10 162 80 5 62 0 216 50 15 52 0 553 70 2 47 0
278 60 12 63 0 12 40 12 68 10 260 80 5 45 0 200 80 12 41 10
156 70 2 66 0 -182 90 2 62 0 143 90 8 60 0 105 80 11 66 0
103 80 5 38 0 250 70 8 53 10 100 60 13 37 10
test squamous
999 90 12 54 10 112 80 6 60 0 -87 80 3 48 0 -231 50 8 52 10
242 50 1 70 0 991 70 7 50 10 111 70 3 62 0 1 20 21 65 10
587 60 3 58 0 389 90 2 62 0 33 30 6 64 0 25 20 36 63 0
357 70 13 58 0 467 90 2 64 0 201 80 28 52 10 1 50 7 35 0
30 70 11 63 0 44 60 13 70 10 283 90 2 51 0 15 50 13 40 10
test small
25 30 2 69 0 -103 70 22 36 10 21 20 4 71 0 13 30 2 62 0
87 60 2 60 0 2 40 36 44 10 20 30 9 54 10 7 20 11 66 0
24 60 8 49 0 99 70 3 72 0 8 80 2 68 0 99 85 4 62 0
61 70 2 71 0 25 70 2 70 0 95 70 1 61 0 80 50 17 71 0
51 30 87 59 10 29 40 8 67 0
test adeno
24 40 2 60 0 18 40 5 69 10 -83 99 3 57 0 31 80 3 39 0
51 60 5 62 0 90 60 22 50 10 52 60 3 43 0 73 60 3 70 0
8 50 5 66 0 36 70 8 61 0 48 10 4 81 0 7 40 4 58 0
140 70 3 63 0 186 90 3 60 0 84 80 4 62 10 19 50 10 42 0
45 40 3 69 0 80 40 4 63 0
test large
52 60 4 45 0 164 70 15 68 10 19 30 4 39 10 53 60 12 66 0
15 30 5 63 0 43 60 11 49 10 340 80 10 64 10 133 75 1 65 0
111 60 5 64 0 231 70 18 67 10 378 80 4 65 0 49 30 3 37 0
;
/********/
/* DATA */
/********/
title1 "VA Lung Cancer Data";
proc sort data=VALung;
by cell SurvTime;
run;
proc print data=VALung;
by cell;
id cell;
pageby cell;
var SurvTime Censor Age Prior DiagTime Kps;
run;
/*****************************************************************/
/* PHREG - problem */
/* In SAS9.2 a stratified analysis gives overall covariate means */
/* instead of stratum specific covariate means for the default */
/* BASELINE data set */
/*****************************************************************/
/*********/
/* MEANS */
/*********/
/* overall covariate means - averaging over all strata levels */
proc means data=VALung noprint mean;
var Age Prior DiagTime Kps;
output out=CovarMeans_Overall(keep=Age Prior DiagTime Kps)
mean=Age Prior DiagTime Kps;
title1 "overall covariate means";
title2 "averaging over all strata levels";
title3 "'cell' is strata variable here";
run;
proc print data=CovarMeans_Overall noobs;
format Age Prior DiagTime Kps 9.6;
run;
/*********/
/* PHREG */
/*********/
ods graphics on;
ods select CensoredSummary ParameterEstimates ReferenceSet SurvivalPlot;
proc phreg data=VALung plot(overlay=row)=survival;
strata cell;
model SurvTime*Censor(1) = Age Prior DiagTime Kps;
baseline out=out1 survival=survival; * default - overall covariate means (incorrect) *;
title1 "overall covariate means (not stratum specific)";
run;
ods graphics off;
run;
proc sort data=out1;
by cell Age Prior DiagTime Kps;
run;
proc print data=out1;
by cell Age Prior DiagTime Kps;
id cell Age Prior DiagTime Kps;
pageby cell;
title1 "default BASELINE data set";
title2 "has overall covariate means (same for each strata)";
title3 "not stratum specific covariate means";
title4 "when STRATA statement is present";
run;
/***************************************************************************/
/* PHREG - workaround */
/* specify stratum specific covariate means explicitly but still must */
/* post-process the BASELINE OUT= data set to obtain only the stratum */
/* specific covariate means and the associated survival functions. */
/* */
/* PHREG's ODS Graphics does not work well in this situation because PHREG */
/* produces survival curves for each strata at each covariate pattern. */
/* In the VALUNG data there are four strata each with their own stratum */
/* specific covariate means. PHREG uses each of these four individual */
/* covariate means for each srata and produces 16 survival functions. This*/
/* is clunky and not very useful and will be fixed in a future release. */
/***************************************************************************/
/*********/
/* MEANS */
/*********/
/* stratum specific covariate means - means for each strata level individually */
proc means data=VALung noprint mean;
by cell;
var Age Prior DiagTime Kps;
output out=CovarMeans_BY_Strata(keep=cell Age Prior DiagTime Kps)
mean=Age Prior DiagTime Kps;
title1 "stratum specific covariate means";
title2 "means for each strata level individually";
title3 "'cell' is strata variable here";
run;
proc print data=CovarMeans_BY_Strata;
by cell;
id cell;
run;
/*********/
/* PHREG */
/*********/
ods graphics off;
ods select CensoredSummary ParameterEstimates;
proc phreg data=VALung;
strata cell;
model SurvTime*Censor(1) = Age Prior DiagTime Kps;
baseline covariates=CovarMeans_By_Strata out=out2 survival=survival;
title1 "stratum specific covariates means";
run;
ods graphics off;
run;
/*
proc sort data=out2;
by cell age prior diagtime Kps;
run;
proc print data=out2;
by cell age prior diagtime Kps;
id cell age prior diagtime kps;
pageby age;
title1 "default BASELINE data set using stratum specific covariate means as COVARIATES= option";
title2 "unfortunately this data set contains the stratum specific covariate means but";
title3 "crosses these with each strata giving risee to 16 different survival functions";
title4 "below we post-process the BASELINE data set to keep only the strata specific covariate means";
title5 "which gives the four desired survival functions";
run;
*/
data out2_subset;
set out2;
* round off covariate values for manual comparison with
stratum specific covariate means to keep only these four covariate patterns *;
Age = round(Age, .0001);
Prior = round(Prior, .00001);
DiagTime = round(DiagTime,.0001);
Kps = round(Kps, .0001);
if trim(cell)='adeno' then do;
if (Age=57.4074 & Prior=1.85185 & DiagTime=5.6296 & Kps=58.1111) then output;
end;
else if trim(cell)='large' then do;
if (Age=56.2222 & Prior=3.70370 & DiagTime=8.1481 & Kps=65.0000) then output;
end;
else if trim(cell)='small' then do;
if (Age=59.8750 & Prior=2.29167 & DiagTime=9.2500 & Kps=53.5417) then output;
end;
else if trim(cell)='squamous' then do;
if (Age=58.4571 & Prior=4.00000 & DiagTime=11.0286 & Kps=60.8571) then output;
end;
run;
proc sort data=out2_subset;
by cell Age Prior DiagTime Kps;
run;
proc print data=out2_subset;
by cell Age Prior DiagTime Kps;
id cell Age Prior DiagTime Kps;
pageby cell;
title1 "BASELINE data set after post-processing";
title2 "keeping only stratum specific covariate means";
run;
title1;
ods graphics on;
proc sgplot data=out2_subset;
step x=SurvTime y=Survival / group=cell name="survival" legendlabel="Survival";
footnote1 h=1 f=duplex 'survival curves represent covariate means in each stratum';
run;
ods graphics off;
quit;
The default covariate means should be stratum-specific as in SAS 9.1.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Survival Analysis
SAS Reference ==> Procedures ==> PHREG
|
| Date Modified: | 2011-07-22 14:28:31 |
| Date Created: | 2011-07-20 16:53:12 |
