Bayesian Analysis Using the PHREG Procedure

The PHREG procedure performs regression analysis of survival data based on the Cox proportional hazards model. Cox’s semiparametric model is widely used in the analysis of survival data to explain the effect of explanatory variables on hazard rates. The PHREG procedure's Bayesian analysis capabilities enable you to do the following:

To perform Bayesian analyses with PROC PHREG, you specify a model essentially the same way you do for a frequentist approach, but you add a BAYES statement to request Bayesian estimation methods for fitting the model. The BAYES statement requests that the parameters of the model be estimated by Markov chain Monte Carlo sampling techniques and provides options that enable you to specify prior information, control the sampling, and obtain posterior summary statistics and convergence diagnostics. You can also save the posterior samples to a SAS data set for further analysis.

Sampling Algorithms

The PHREG procedure supports the following sampling algorithms:


The PHREG procedure supports the following priors:

Parameter Prior
Regression coefficients Normal, uniform, Zellner g-prior
g (Zellner) Constant, gamma
Baseline hazards (original scale) Improper, uniform, gamma, independent gamma, AR(1)
Baseline hazards (log scale) Uniform, normal
Log-hazards and regression coefficients Joint multivariate normal

For a Cox model, the model parameters are the regression coefficients. For a piecewise exponential model, the model parameters consist of the regression coefficients and the hazards or log-hazards.

Bayesian Anaysis Examples