I tried the assess option as you had suggested: ODS GRAPHICS ON; PROC PHREG DATA = INPUT; CLASS CITY (REF="BOMBAY") ; MODEL TIME*CENSOR(0) = CITY / TIES=EFRON; ASSESS PH / RESAMPLE=2; RUN; ODS GRAPHICS OFF; I reduced the covariate to only CITY. And also in the RESAMPLE option I gave 2 (not sure if it would give any meaningful result for such a small number). I did get the results. Also if I completely remove the ODS options, although I do not get the charts, I save a minute of computation time. In both the cases I do get the Supremum Test of Proportionality results. It still takes about 10 minutes. As I said I have anywhere between 40000 records to half a million records at times. If this is the cause of slowdown, then I will not be able to do much about the number of records. Also does it make any sense to do the above analysis one covariate at a time (would that not mislead the final interpretation)?
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