Hi, I am using SAS to run a cox proportional hazard model in proc phreg and want to produce the corresponding roc curves. Using this paper, https://support.sas.com/resources/papers/proceedings17/SAS0462-2017.pdf, I applied "plots(overlay=individual)=roc rocoptions(at=2 6);" after the data statement in proc phreg. But it didnt work. I got the following error (below). I also found that you guys have also faced a similar issues. Do you have any suggestions, how I can run the model and get the ROC curves? I read that 'SAS 9.4 M5' can help with this from the post above? I am not sure what that means. Is it a SAS update? How one can request it (if it does help?). my model ods graphics on; proc phreg data=alswh_new12 plots(overlay=individual)=roc rocoptions(at=2 6); class rdrec (ref='>38-<=41 yrs'); model Yearsstroke*stroke_ever(0)=rdrec agelastgp/ALPHA=0.05 RISKLIMITS=wald; format rdrec rdrecf.; run; error results 2186 ods graphics on; 2187 proc phreg data=alswh_new12 plots(overlay=individual)=roc rocoptions(at=2 6); --- 22 76 ERROR 22-322: Syntax error, expecting one of the following: (, CIF, CMF, CUMHAZ, MCF, NONE, S, SUR, SURV, SURVIVAL. ERROR 76-322: Syntax error, statement will be ignored. 2188 ods output FitStatistics=Fit ParameterEstimates = ParameterEstimates; 2189 class rdrec (ref='>38-<=41 yrs'); 2190 model Yearsstroke*stroke_ever(0)=rdrec agelastgp/ALPHA=0.05 RISKLIMITS=wald; 2191 format rdrec rdrecf.; 2192 run; NOTE: The SAS System stopped processing this step because of errors. NOTE: PROCEDURE PHREG used (Total process time): real time 0.04 seconds cpu time
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