CHAPTER 7

Analysis of Tied or Discrete Data with PROC LOGISTIC

Introduction

The Logit Model for Discrete Time

The Complementary Log-Log Model for Continuous-Time Processes

Data with Time-Dependent Covariates

Issues and Extensions

Conclusion

INTRODUCTION

This chapter shows you how to use the LOGISTIC procedure to analyze data in which many events occur at the same points in time. In Chapter 5, “Estimating Cox Regression Models with PROC PHREG,” we looked at several different methods for handling tied data with PROC PHREG. There we saw that Breslow’s method—the standard formula for partial likelihood estimation with tied data—is often a poor approximation when there are many ties. This problem was remedied by two exact methods, one that assumed ...

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