Parametric Accelerated Failure Time Models: The LIFEREG Procedure

The LIFEREG procedure fits parametric accelerated failure time models to survival data that can be left-, right-, or interval-censored. The parametric model is of the form

$y = \mb {x}^{\prime } {\bbeta } + \sigma \epsilon$

where y is usually the log of the failure time variable, $\mb {x}$ is a vector of covariate values, $\bbeta$ is a vector of unknown regression parameters, $\sigma$ is an unknown scale parameter, and $\epsilon$ is an error term. The baseline distribution of the error term can be specified as one of several possible distributions, including (but not limited to) the log-normal, log-logistic, and Weibull distributions. Texts that discuss these parametric models include Kalbfleisch and Prentice (1980); Lawless (1982); Nelson (1990); Meeker and Escobar (1998). For more information about PROC LIFEREG, see Chapter 55: The LIFEREG Procedure.