topic Re: Proc Phreg - calc s(t) in SAS Data Science

Proc Phreg - calc s(t)

dwitiyas — Thu, 13 Mar 2014 20:18:56 GMT

How do I calculated S(t) at a particular time t using proc phreg.

Proc phreg data = a.input;

model tenure * target (0) =a1 a2 a3/ selection = stepwise ties = efron;

baseline out = out1 covariates = sample survival = s;

run;

I the above example if I pass covariates = sample it gives me survival estimates for all possible values of t present in a.input. My datasets are very huge and I am getting memory error when I try to score. I need to calculated s(30) only for my dataset "sample".

Re: Proc Phreg - calc s(t)

Reeza — Thu, 13 Mar 2014 20:33:24 GMT

Timelist option on the baseline statement. See the docs.

SAS/STAT(R) 9.2 User's Guide, Second Edition

Re: Proc Phreg - calc s(t)

dwitiyas — Thu, 13 Mar 2014 20:35:32 GMT

Isn't this option only for bayesian model. I am doing a classical model here.

Re: Proc Phreg - calc s(t)

Reeza — Thu, 13 Mar 2014 21:03:26 GMT

If you run out of memory perhaps scoring by 'hand', a manual calculation in datastep?

Re: Proc Phreg - calc s(t)

dwitiyas — Thu, 13 Mar 2014 21:06:38 GMT

Yes but I need help on this. I understand I can get Xbeta value and the baseline estimates. I need help with the formula to maunally calc it . My values are not matching with what sas provides.

Re: Proc Phreg - calc s(t)

Reeza — Thu, 13 Mar 2014 21:28:04 GMT

I'm sure there's many ways to do that, but I don't feel like breaking out my stats book

How about breaking up your sample dataset and running the whole thing a few times via a macro.

Re: Proc Phreg - calc s(t)

dwitiyas — Thu, 13 Mar 2014 21:30:36 GMT

That is what I am doing right now If I get the manual calc for survival estimates I would definitely go that way.