The LIFEREG Procedure

Overview

You can specify interaction terms among any of the specified explanatory variables in the MODEL statement in the same way as in the GLM procedure. Because of the more complicated models you can specify, only a single MODEL statement is now allowed for each PROC LIFEREG statement. If more than one MODEL statement is specified, only the last one is used.

You can use the new PROBPLOT statement to construct probability plots for complete or censored data. You can display the fitted distribution and confidence intervals along with nonparametric estimates of the CDF on the probability plots. In addition, you can control graphical features such as plot layout, colors, plotting symbols, line styles, and the text fonts used in the probability plot.

You can use the new XDATA= data set to provide the values for effects when the predicted probability and quantile and their confidence limits are computed. By default, the LIFEREG procedure uses the overall mean for effects containing continuous a variable (or variables) and the highest level of a single classification variable as the reference level.

You can use the new INEST= data set to provide the initial values for parameters in the model. The structure of this data set is similar to that of the OUTEST= data set. This data set will overwrite the original INITIAL= option in the MODEL statement.

The OUTEST= data set is extended to all models whether there is a CLASS statement or not. The OUTEST= data set does not include the fixed scale nor the fixed shape parameter.

You can now obtain standardized and Cox-Snell residuals in the OUPTUT= data set.

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