I am using SAS 9.1 and am testing the proportional hazards assumption required for the Cox model. This test requires the use of the phreg statement:
proc phreg data = alldata;
model time*cens(0)=sex;
sext=sex*time;
proportionality_test: test sext;
run;
However, whenever I run any code with this (and proc lifetime) statement I get an error message: ERROR: Procedure PHREG not found.
Please can someone tell me how I can install this and the other survival packages as they don't seem to be default on SAS?
Thank you,
LJB