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How to perform the hazard model of Shumway in SAS?

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How to perform the hazard model of Shumway in SAS?

Dear all

I am very much hoping for help regarding this issue.

I am currently gathering data for a European corporate default study. I would like to perform the hazard model from Shumway (2001), but I have only used SAS EG so far. Can anyone help with the code? I guess that many people have performed a similar analysis.

Thanks,

Frequent Contributor
Posts: 136

Re: How to perform the hazard model of Shumway in SAS?

I can highly recommend Paul D. Allison's book: Survival Analysis using SAS: A Practical guide.

As his title suggests, it is very practical! It covers a broad range of survival and hazard models. I found it a great reference when developing my own hazard models.

see:

SAS Press - Paul D. Allison Author Page

Cheers.

Damien

Community Manager
Posts: 611

Re: How to perform the hazard model of Shumway in SAS?

Though Damien offered an excellent resource, I'm moving this thread over to the SAS Statistical Procedures Community, whose experts might also like to weigh in.

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Bev Brown
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Posts: 20,781

Re: How to perform the hazard model of Shumway in SAS?

I *think* the key is the terminology here. From what I can see, the hazard model is equivalent to the survival model used frequently in statistics.

Procs you can can look into are

PHREG

LIFETEST

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