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

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Covariate Effects Via Cox Models

We have just seen evidence that the hazard for natural death is lower than that for the other two exit types, but that it increases more rapidly with time. On the other hand, the hazard functions for constitutional and nonconstitutional exits are nearly indistinguishable (despite the apparent differences in Output 6.2). We now look at whether the effects of covariates are the same or different across event types by fitting a Cox model to each type. The SAS program for doing this is as follows:

proc phreg data=leaders; model years*lost(0)=manner start military age conflict loginc growth pop land literacy / ties=efron; strata region; run; proc phreg data=leaders; model years*lost(0,1,2)=manner start military age ...

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