How to perform the hazard model of Shumway in SAS?

[JakDyr]

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,

[Damien_Mather]

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]

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.

[Reeza]

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