Testing for Effects of Covariates
Besides tests of differences between groups, PROC LIFETEST can test whether quantitative covariates are associated with survival time. Given a list of covariates, PROC LIFETEST produces a test statistic for each one and ignores the others. It also treats them as a set, testing the null hypothesis that they are jointly unrelated to survival time and testing for certain incremental effects of adding variables to the set. The statistics are generalizations of the log-rank and Wilcoxon tests discussed earlier in this chapter. They can also be interpreted as nonparametric tests of the coefficients of the accelerated failure time model discussed in Chapter 4, “Estimating Parametric Regression Models with PROC LIFEREG.” ...
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