The PHREG Procedure
- Overview
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Getting Started
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Syntax
PROC PHREG Statement ASSESS Statement BASELINE Statement BAYES Statement BY Statement CLASS Statement CONTRAST Statement EFFECT Statement ESTIMATE Statement FREQ Statement HAZARDRATIO Statement ID Statement LSMEANS Statement LSMESTIMATE Statement MODEL Statement OUTPUT Statement Programming Statements RANDOM Statement STRATA Statement SLICE Statement STORE Statement TEST Statement WEIGHT Statement
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Details
Failure Time Distribution Time and CLASS Variables Usage Partial Likelihood Function for the Cox Model Counting Process Style of Input Left-Truncation of Failure Times The Multiplicative Hazards Model The Frailty Model Hazard Ratios Specifics for Classical Analysis Specifics for Bayesian Analysis Computational Resources Input and Output Data Sets Displayed Output ODS Table Names ODS Graphics
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Examples
Stepwise Regression Best Subset Selection Modeling with Categorical Predictors Firth’s Correction for Monotone Likelihood Conditional Logistic Regression for m:n Matching Model Using Time-Dependent Explanatory Variables Time-Dependent Repeated Measurements of a Covariate Survivor Function Estimates for Specific Covariate Values Analysis of Residuals Analysis of Recurrent Events Data Analysis of Clustered Data Model Assessment Using Cumulative Sums of Martingale Residuals Bayesian Analysis of the Cox Model Bayesian Analysis of Piecewise Exponential Model
- References
| RANDOM Statement |
- RANDOM variable </ options> ;
The following options can be specified in the RANDOM statement:
- ABSPCONV=r
specifies an absolute variance estimate convergence criterion for the doubly iterative estimation process. The PHREG procedure applies this criterion to the variance parameter estimate of the random effects. Suppose
denotes the estimate of the variance parameter at the 
th optimization. By default, PROC PHREG examines the relative change in the variance estimate between optimizations (see the PCONV= option). The purpose of the ABSPCONV= criterion is to stop the doubly iterative process when the absolute change 
is less than the tolerance criterion r. This convergence criterion does not affect the convergence criteria applied within any individual optimization. In order to change the convergence behavior within an individual optimization, you can use the ABSCONV=, ABSFCONV=, ABSGCONV=, ABSXCONV=, FCONV=, or GCONV= option in the NLOPTIONS statement. - ALPHA=value
specifies the
level of the confidence limits for the random effects. The default is the value of the ALPHA= option in the PROC PHREG statement, or 0.05 if that option is not specified. This option is ignored if the SOLUTION option is not also specified. - METHOD=REML | ML
specifies the estimation method for the variance parameter. The REML specifications performs the residual maximum likelihood; this is the default method. The ML specification performs maximum likelihood.
- NOCLPRINT
suppresses the display of the "Class Level Information for Random Effects" table.
- PCONV=r
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specifies the variance estimate convergence criterion for the doubly iterative estimation process. The PHREG procedure applies this criterion to the variance estimate of the random effects. Suppose
denotes the estimate of variance at the th optimization. The procedure terminates the doubly iterative process if the relative change 
is less than r. To check an absolute convergence criterion in addition, you can specify the ABSPCONV= option in the RANDOM statement. The default value for r is 1E–4. This convergence criterion does not affect the convergence criteria applied within any individual optimization. In order to change the convergence behavior within an individual optimization, you can use the ABSCONV=, ABSFCONV=, ABSGCONV=, ABSXCONV=, FCONV=, or GCONV= option in the NLOPTIONS statement.
- SOLUTION
displays estimates of the normal random effects. Also displayed are estimates of the lognormal frailites, which are the exponentiated estimates of the normal random effects.
- INITIALVARIANCE=value
- INITIAL=value
specifies an inital value of the variance estimate. The default is INITIAL=1.