The LIFEREG Procedure

The LIFEREG procedure fits parametric accelerated failure time models to survival data that may be left, right, or interval censored. The parametric model is of the form

\[  y = \mb {x}^{\prime } {\bbeta } + \sigma \epsilon  \]

where y is usually the log of the failure time variable, $\mb {x}$ is a vector of covariate values, $\bbeta $ is a vector of unknown regression parameters, $\sigma $ is an unknown scale parameter, and $\epsilon $ is an error term. The baseline distribution of the error term can be specified as one of several possible distributions including (but not limited to) the log normal, log logistic, and Weibull distributions. Several texts that discuss these parametric models are Kalbfleisch and Prentice (1980); Lawless (1982); Nelson (1990); Meeker and Escobar (1998). For more information about PROC LIFEREG, see Chapter 51: The LIFEREG Procedure.