topic SAS Evaluation of the Cox PH Model (derived from the Train set) in the Test Set with Proc Phreg in Statistical Procedures

Evaluation of the Cox regression model in the Test Set with PROC PHREG

sasworker16 — Tue, 31 Mar 2020 18:31:00 GMT

Hi all,

I have a dataset that includes about 10 variables and follow-up for death (n= ~2,000).

I want to evaluation the Cox PH model derived from the train set (70%) in the test set (30%).

For this, I have done this so far to try with age (cont.) sex (categorical)

proc phreg=train; model duration*death(0)=age sex; run; /*regression coefficient age: 0.07 sex: 0.3 */

How would I use the coefficient derived from the test set and evaluate the performance of the model in the test set?

In theory, I think the regression coefficient values are found by maximizing the partial likelihood,

so simply,

hi(t)/h0(t)=exp(0.07*age+0.3*sex)

I want to evaluate this model with Harrell's C-index

proc phreg=test concordance; /*<----what should be here with regression coefficients from the train set?*/ run;

sasworker16 — Tue, 31 Mar 2020 18:24:57 GMT