Programming the statistical procedures from SAS

Help with multiple comparisons test in Proc Lifetest (SAS 9.4)

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Help with multiple comparisons test in Proc Lifetest (SAS 9.4)

I dispose of a dataset on kidney transplant patients and I am looking at the survival time difference between several kidney diseases after transplantation.


Summary of the data:

group 1: 66 patients, 20 events

- group 2: 83 patients, 8 events

- group 3: 702 patients, 53 events

Non-events are being right-censored.


After running the following 'proc lifetest', we end up with this survival plot:

proc lifetest data=DATASET plots=survival;
time time*Death(0);
strata disease / adjust=tukey;




We found a significant (p<0.0001) Log-Rank test and significant post-hoc comparisons between all the groups. So, in contrast to what the figure suggests, we found a significant difference between disease 2 and 3 (p=0.0257 after Tukey adjustement).


I ran the same analysis in R with the package survminer and found no significant difference between the two groups. In fact, it appeared that the post-hoc testing in R is based on the Log-Rank test including only the groups of interest. And indeed, if we would run a proc lifetest on a dataset including only disease 2 and 3, the same, non-significant p-value (p=0.58) was found.


After inspecting the SAS algoritjm, explained in:

we saw that the multiple comparisons test statistic 'z²jl' includes data on the pooled sample. So, when comparing diseases 2 versus 3, data on disease 1 is implicitly involved in the algorithm. This is reflected in the difference between the 'Rank Statistics' and their 'Covariance matrix'. See:

- log-rank statistic and covariance matrix using 2 groups only


- log-rank statistic and covariance matrix using 3 groups



Let's say this kind of post-hoc Log-Rank testing is based on the rationale of post-hoc testing in ANOVA, where it is possible that a post-hoc test provides different results than the separate t-tests. However, in our case the p-values differ hugely and, above all, it is rather difficult to argue that disease 2 and 3 show a significantly different survival based on the KM-plot shown earlier.


I noticed that large parts of the SAS documentation refer to the work of Klein and Moeschberger, 1997. Yet, when inspecting this work, very little is being said about multiple testing. The only relevant remarks I could deduce were: 

(p.237) "If one is interested in comparing K groups in a pairwise simultaneous manner then an adjustment for multiple tests must be made. One such method that can be used is the Bonferroni method of multiple comparisons."

(p.241) "Using the log-rank test, perform the three pairwise tests of the hypothesis [...] For each test, use only those individuals with stage j or j +1 of the disease. Make an adjustment to your critical value for multiple testing to give an approximate 0.05 level test."


Also, I have found no literature on a post-hoc Log-Rank test statistic that involves using the pooled sample.


In 2012 a similar discussion was started on this forum:

The answer that the statistical significance is caused by the sample size is not really satisfying to me. I know my sample size are varying greatly, but I don't believe this is the problem.

The larger issue for me, is that there seems to be no consistency across different tests and that SAS makes use of a test statistic of which I cannot find any documentation.


Can anyone provide me with some insight into this matter?





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