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PROC PHREG - Computing linear predictors and standard errors for a subset of predictor variables in a model

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PROC PHREG - Computing linear predictors and standard errors for a subset of predictor variables in a model

I would like to use the OUTPUT statement in PROC PHREG to compute estimates and standard errors for a linear combination of predictors. Normally, one would use XBETA and STDXBETA to do this; however, doing so uses information for each variable in the model to compute those values for each observation. Instead of computing the estimates and standard errors of the full linear predictor for all variables in the model, I would like to compute them for a subset of 3 variables (out of 10 in the fully adjusted model). This amounts to computing combined estimates and standard errors for multiple exposure variables, adjusted for a few other variables that I do not wish to estimate explicit

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