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,
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
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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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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