Improving cox model fit using Phreg

[jennxxness]

I am currently working on a cause specific hazard regressions (cox) model and my model currently violates the proportional hazards assumption for my primary independent variable. 

I am trying to model the cox with a different distribution (such as square root or log) to see if I can find a way to improve my model's fit.

I am currently using the proc phreg function to model this

proc phreg data=work.hypertension covs(aggregate);
class case (ref='0') incquint (ref='1') ruralnum (ref='0');
model timefromhypertension*AdEvent(0,2)= case incquint ruralnum/RL ties=efron;
id case_num;
run;

Is there any way in SAS for me to model the cox and use a different distribution in order to improve its fit?

Thank you

[OsoGris · Accepted solution]

You cannot use a parametric model specification with the Cox model and PROC PHREG. So, you can't specify a distribution essentially.