```Date: Fri, 18 Sep 1998 14:26:07 GMT Reply-To: Candy Kane Sender: "SAS(r) Discussion" From: Candy Kane Organization: http://extra.newsguy.com Subject: Re: Testing proportional hazards assumption with PROC PHREG Content-Type: text/plain; charset=us-ascii On Thu, 17 Sep 1998 19:41:47 GMT, mgonen@my-dejanews.com wrote: >Dear Colleagues: > >I am trying to test the proportional hazards (PH) assumption using a time >dependent covariate. I am aware of the statistical shortcomings of this >method, but I want to ask a specific question regarding how SAS does this. > >SAS manual suggests the following code: > >PROC PHREG DATA=TEST; > MODEL TIME*CENSOR(0) = GROUP X; > X = GROUP*(LOG(TIME)); >RUN; > >(in fact they suggest subtracting the mean from LOG(TIME), but that is >irrelevant >for my purposes). Let's call this the first method. > >Essentially, this code is supposed to create a time-dependent variable X. If >the coefficient of X is significant then we conclude PH assumption is >violated (again I am aware of the shortcomings, but please keep on reading). > >I try creating the same variable in a data step before the PHREG: > >DATA TEST; > SET TEST; > X = GROUP*(LOG(TIME)); >RUN; > >PROC PHREG DATA=TEST; > MODEL TIME*CENSOR(0) = GROUP X; >RUN; > >and I get very very different results. The p-value for X using the first >method is 0.99 and the second method is 0.0001. > >A colleague of mine says that he attended a survival analysis class where the >instructor specifically said the second approach is incorrect. > >I am at a loss here. Does anybody have any ideas of what is going on? The data step method is incorrect. The X variable needs to be calculated dynamically within the procedure. Jay Weedon. ```

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