Parameters | Predictive Modeling | PROC PHREG Modeling Options

• (t1, t2) are the failure time variables,

• <censor (list)> is an optional censoring variable,

• effects </options> are the explanatory effects, including covariates, main effects, interactions, and nested effects.

This option sets the significance level used for the confidence limits for the hazard ratios. The value must be between 0 and 1. 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 has no effect unless the RISKLIMITS option is specified This option is used exclusively with the SCORE model selection method. The BEST=n option specifies that n models with the highest-score chi-square statistics are to be displayed for each model size.

• If the option is omitted and there are no more than 10 explanatory variables, then all possible models are listed for each model size.

• If the option is omitted and there are more than 10 explanatory variables, then the number of models selected for each model size is, at most, equal to the number of explanatory variables listed in the MODEL statement. This option specifies the maximum number of times the explanatory variables can move in and out of the model before the STEPWISE model-building process ends. The default value for n is twice the number of explanatory variables in the MODEL statement. The option has no effect for other model selection methods.

• PL - requests profile-likelihood confidence limits

• WALD - requests confidence limits based on the Wald tests, and

• BOTH- request both profile-likelihood and Wald confidence limits

Type specific PROC PHREG MODEL options in the PROC PHREG MODEL Options field.For example, specify HIERARCHY=MULTIPLE to allow multiple related effects to enter or leave the model at the same time as shown below:Refer to the SAS PROC PHREG MODEL Statement documentation more information.