SAS/STAT Software

LIFEREG Procedure

The LIFEREG procedure fits parametric models to failure time data that can be uncensored, right censored, left censored, or interval censored. The models for the response variable consist of a linear effect composed of the covariates and a random disturbance term. The distribution of the random disturbance can be taken from a class of distributions that includes the extreme value, normal, logistic, and, by using a log transformation, the exponential, Weibull, lognormal, log-logistic, and three-parameter gamma distributions. The following are highlights of the LIFEREG procedure's features:

  • 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
  • computes least square means and least square mean differences for classification effects
  • performs multiple comparison adjustments for the p-values and confidence limits for the least square mean differences
  • estimates linear functions of the model parameters
  • tests hypotheses for linear combinations of the model parameters
  • performs sampling-based Bayesian analysis
  • performs weighted estimation
  • performs BY group processing, which enables you to obtain separate analyses on grouped observations
  • creates a SAS data set that contains the parameter estimates, the maximized log likelihood, and the estimated covariance matrix
  • creates a SAS data set that corresponds to any output table
  • automatically creates graphs by using ODS Graphics

For further details see the SAS/STAT User's Guide: The LIFEREG Procedure
( PDF | HTML )