I don't think you need the CLASS statement at all here since you're working with binary variables. Don't you actually want zero as the reference for these? About the interactions, there are all sorts of handy shortcuts. For instance, if you have 4 variables (A, B, C, D) and you want all two-way interactions between them (plus the main effects, as usual), you can simply do this in the MODEL statement: MODEL time * event(0) = A | B | C | D @2 ; Where @2 indicates all two-way interactions, i.e. A*B A*C A*D B*C B*D C*D plus the main effects A B C D All described much better here (for GLM, but you can do the same in PHREG): https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_glm_sect027.htm
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