Residuals and Influence Statistics

In earlier releases of PROC PHREG, the OUTPUT statement could produce a data set containing eight different diagnostic statistics for each individual. An additional six statistics are available in Release 6.10. While there isn’t space to discuss all of them, I’ll concentrate on those that I think are most useful and interpretable. As with the BASELINE statement, OUTPUT will not produce a data set if there are any time-dependent covariates.

Individual Residuals

All releases of PROC PHREG have options for three different residual statistics that are computed for each individual in the sample: Cox-Snell residuals (LOGSURV), martingale residuals (RESMART), and deviance residuals (RESDEV). (For a detailed discussion ...

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