I am in the process of learning PROC PHREG, and in particular the new Bayesian features of the PROC. Can anyone think of real world situations in which the Bayesian approach would be particularly fruitful in a proportional hazards regression? I would like to collect examples of such usage and write a short introductory paper for a SAS user's group conference based on these examples. Any examples used for the paper would have appropriate citations, and would only be used with explicit permission. Thanks!
Joseph Ibrahim co-authored a book titled 'Bayesian Survival Analysis'. Joe was involved with SAS in the features of several of the Bayesian procedures, so I'd suspect the examples in his book would be pertinent. (I don't have the book and haven't worked with that part of PHREG, so I can't directly help on your question.)