03-02-2016 12:55 PM - edited 03-02-2016 12:57 PM
I am building an attrition model. I am asked to calculate the number of Churners by Decile of Predicted Survival Probability Upto a Specified Month (3 months). If i am able to calculate the number of churners during month1, month2 and month3 by decile of Predicted Survival Probability, then the number of churners by decile upto 3 months would be "customers who appear in top decile atleast once in month1, month2 and month3" . Is it correct? I am referring this article http://www2.sas.com/proceedings/sugi27/p114-27.pdf (See second last page of this article). In the article, the macro is provided and it produces predicted survival probabilities for each customer at a specified time (for this case, number of months after the origin of time), based on the model fitted by PROC LIFEREG. Is there a macro that uses cox regression (PROC PHREG)?