Thanks all. This combination of code worked, once I payed attention to the log and knew where the output files were headed. /* Run Cox regression of multiply imputed data */
proc phreg data=SRTR.BLACK_MI;
by _Imputation_;
class Group(ref='WHITE_WOMAN') &varlist_cat;
model TTE_10 * Death_10(0) = Group &varlist_cat &varlist_cont
/ ties=efron rl;
ods output ParameterEstimates=SRTR_BLACK_ES;
run;
/* Combine model coefficients */
proc sort data=work.srtr_black_es;
by Parameter ClassVal0 _Imputation_;
run;
proc mianalyze data=work.srtr_black_es;
by Parameter ClassVal0;
modeleffects Estimate;
stderr StdErr;
ods output ParameterEstimates = SRTR_Black_es_mianal;
run;
/* Exponentiate in order to obtain hazard ratio estimates and confidence intervals */
data srtr.black_HR; set work.srtr_black_es_mianal;
Log_HR_comb=Estimate;
HR_comb=exp(Estimate);
HR_LCL_comb=exp(LCLMean);
HR_UCL_comb=exp(UCLMean);
keep Parameter ClassVal0 HR_comb HR_LCL_comb HR_UCL_comb Probt;
rename Probt=HR_pval_comb;
run;
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