Well, now I'm more confused. I've used PHREG a bit, but didn't realize it allowed programming statements. : )
If you like your macro parameterization, then that's enough for me to happy with it. I stand by my general suggestion of getting the PHREG macro to work like you want to run one model, and calculate whatever test statistic you want for that model, and then writing a %Driver macro that will generate calls to your PHREG macro until whatever stopping condition you want.
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