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Survival Analysis Using SAS®: A Practical Guide by Paul D. Allison

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Hypothesis Tests

PROC LIFEREG is somewhat skimpy in its facilities for hypothesis tests. It routinely reports chi-square tests for the hypothesis that each of the coefficients is 0. These are Wald tests that are calculated simply by dividing each coefficient by its estimated standard error and squaring the result. For models like the exponential that restrict the scale parameter to be 1.0, PROC LIFEREG reports a Lagrange multiplier chi-square statistic (also known as a score statistic) for the hypothesis that the parameter is, indeed, equal to 1.0. Finally, as we’ve seen, for categorical variables named in a CLASS statement, PROC LIFEREG gives a Wald chi-square statistic for the null hypothesis that all the coefficients associated with the variable ...

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