PH assumption in cox model by including interaction term

[Marjolein]

Hi all,

I have a question regarding evaluating the PH assumption in a Cox model. I did this by introducing an interaction term for my exposure variable. My exposure variable is a categorical variable.

proc phreg data=mydata;

model time*censor(0)=exposure exposureT;

exposureT=exposure*(log(time));

RUN;

However, I get output but also an error in the log-window with:

An illegal argument is used in the function call in statement number 1 at line 1331 column 1.

What does this mean and does it influence my output?

Thanks!

[Reeza]

Please post your log including code submitted.  

[JacobSimonsen]

The code is correct. The error message must be because you have time values that are either zero or negative.

[Marjolein]

There was one, and I took it out, but the error still persisted!

Is it maybe because it cannot handle missings in the other covariates? Or should that not matter?

[JacobSimonsen · Accepted solution]

I dont think it has to do with missing in covariates.

Try this variant:

proc phreg data=mydata(where=(time>0));

model time*censor(0)=exposure exposureT;

exposureT=exposure*(log(time));

RUN;

I made a typing mistake and have corrected this: it should be ">", not ">=", in the where statement. 

[Marjolein]

Yes, now it runs! Perfect! Thanks a lot! 😄