Survival Analysis Using SAS®: A Practical Guide

Testing Linear Hypotheses with the TEST Statement

Most of what I said in Chapter 4 (see the section Hypothesis Tests) about hypothesis testing in AFT models also applies to Cox regression models. There are a couple of exceptions, however. First, there is no CLASS statement in PROC PHREG, so you don’t automatically get a global test of the null hypothesis that all the coefficients corresponding to a categorical covariate are equal to 0. On the other hand, PROC PHREG has a TEST statement that makes it easy to test any linear hypothesis about sets of coefficients. If you already know how to use the TEST statement in PROC REG or PROC LOGISTIC, then you don’t need to read any more in this section. The syntax and usage of TEST in all three procedures ...