Referencing this post and community members as it is now marked as solved and locked: https://communities.sas.com/t5/SAS-Programming/proc-phreg-not-recognizing-reference-category/m-p/509372/highlight/true#M136930 @FreelanceReinh @ballardw @TL93 I really liked @FreelanceReinh and @ballardw explanations from the post from @TL93 on PROC PHREG not recognizing reference category. I actually want to understand it further. Even though SAS is ignoring the variable because it's absorbed by the first variable, I believe SAS will still account for those in other categories where it's not absorbed. So say immigrant = 0 and ysmcat = 0 occ = 2 ind = 3: For those with immigrant = 0, in the output ysmcat = 0 variable is set to missing and immigrant = 0 is used as the reference. The calculations aren't outputted, however those observations aren't dropped and this observation's occ = 2 and ind = 3 is used in a calculation of hazards for those variables and subsequent ratios. Additionally, the effect of the next strata for ysmcat above the original ysmcat = 0 (so ysmcat =1) may become the effect of immigrant = 1. I am seeing this in a similar model that I have run. Would you know why this happens and what is going in the model? My take is that in PROC PHREG when a strata in one variable (immigrant = 0) can be replicated in another strata of another variable (ysmcat = 0) SAS does not take those variable's strata under consideration, and conducts an implicit stepping up or down to the next non-linearly dependent strata in the variable (ysmcat = 1 or ysmcat = 6 depending on REF parameters). Since for the other variables for (occ = 2 ind = 3) there is no dependence, the HR for occ and ind for that individual is still considered in the output. I notice this as observations would not be dropped due to the linear dependence of immigrant strata 0 and ysmcat strata 0 ("Number of Observations Read" in the output). But I would like to know more what of what is happening if you all or others have insight. If @TL93 can share if they saw this happening as well would be great. Thank you.
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