- fits parametric models to failure time data that can be uncensored, right
censored, left censored, or interval censored
- The distribution of the random disturbance can be taken from a class of
distributions that includes the following:
- extreme value
- normal
- logistic
- exponential
- Weibull
- lognormal
- loglogistic
- three-parameter gamma distributions
- estimates the parameters by maximum likelihood with a Newton-Raphson
algorithm
- estimates the standard errors of the parameter estimates from the
inverse of the observed information matrix
- fits an accelerated failure time model that assumes that the effect
of independent variables on an event time distribution is multiplicative
on the event time
- performs sampling-based Bayesian analysis
- perform weighted estimation
- obtain separate analyses on observations in groups
- create a SAS data set containing the parameter estimates, the maximized log likelihood,
and the estimated covariance matrix
- create an output data set containing statistics that are calculated after fitting the model
- uses ODS to create a SAS data set corresponding to any table
- uses ODS Graphics to create graphs as part of its output
For further details see the SAS/STAT User's Guide:
The LIFEREG Procedure
( PDF | HTML )
Examples
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