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JakDyr
Calcite | Level 5

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,

3 REPLIES 3
Damien_Mather
Lapis Lazuli | Level 10

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

BeverlyBrown
Community Manager

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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Reeza
Super User

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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