automated cubic spline selection using AICC in proc phreg

[greveam]

Hi,

I want to use the AICC criteria to select the optimal cubic spline for a non-linear association of a continuous variable with survival time outcome in proc phreg.

In proc loess I use the following command:

proc loess data=dataset plots(only maxpoints=10000)=(fitplot);

model varX=varY /select=AICC alpha=.05 all;

run;

quit;

However, this is not available in the effect statement in proc phreg. What I have done so far is running the cox model with 10 to 3 equally spaced knots to see which number of knots provides the lowest AICC.

proc phreg data=dataset;

effect varXS = spline(varX / basis=tpf(noint) NATURALCUBIC details knotmethod=equal(10));

model (entry,exit)*outcome(0)= varX / rl=wald ties=EFRON ;

run;

I would like to hear if anyone knows how to automate this process and select the knot locations based on the AICC like the proc loess example.

Thanks,
Anders