Time dependent probability / propensity scores.

[ammarhm]

Hi everyone,

I usually use proc logistic to calculate propensity scores (or probability of having the event of interest):

Proc logistic data=have;
class var1;
model death(event='1')=var1 var2;
output p=probability;
run;

Is there a way to calculate time dependent propensity score, that is, can use proc phreg to output the probability of the event happening?

Thanks 

[Rick_SAS · Accepted solution]

PROC PHREG has the SURVIVAL= option in the OUTPUT  statement. Is that what you are looking for? You can use the METHOD= option to output various estimates of the survivor function.