CHAPTER 4

Estimating Parametric Regression Models with PROC LIFEREG

Introduction

The Accelerated Failure Time Model

Alternative Distributions

Categorical Variables and the CLASS Statement

Maximum Likelihood Estimation

Hypothesis Tests

Goodness-of-Fit Tests with the Likelihood-Ratio Statistic

Graphical Methods for Evaluating Model Fit

Left Censoring and Interval Censoring

Generating Predictions and Hazard Functions

The Piecewise Exponential Model

Bayesian Estimation and Testing

Conclusion

INTRODUCTION

The LIFEREG procedure produces estimates of parametric regression models with censored survival data using the method of maximum likelihood. To some degree, PROC LIFEREG has been eclipsed by the PHREG procedure, which does semiparametric regression ...

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