03-24-2015 05:43 AM
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.
03-28-2015 02:19 AM
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.
03-31-2015 05:16 PM
03-31-2015 09:55 PM
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