The LIFETEST Procedure
You can specify a BY statement with PROC LIFETEST to obtain separate analyses of observations in groups that are defined by the BY variables. When a BY statement appears, the procedure expects the input data set to be sorted in order of the BY variables. If you specify more than one BY statement, only the last one specified is used.
If your input data set is not sorted in ascending order, use one of the following alternatives:
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Sort the data by using the SORT procedure with a similar BY statement.
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Specify the NOTSORTED or DESCENDING option in the BY statement for the LIFETEST procedure. The NOTSORTED option does not mean that the data are unsorted but rather that the data are arranged in groups (according to values of the BY variables) and that these groups are not necessarily in alphabetical or increasing numeric order.
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Create an index on the BY variables by using the DATASETS procedure (in Base SAS software).
The BY statement is more efficient than the STRATA statement for defining strata in large data sets. However, if you use the BY statement to define strata, PROC LIFETEST does not pool over strata for testing the association of survival time with covariates, nor does it test for homogeneity across the BY groups.
When the life-table method is used to estimate survivor functions, each BY group might have a different set of intervals. To make intervals the same across BY groups, use the INTERVALS= or WIDTH= option in the PROC LIFETEST statement.
For more information about BY-group processing, see the discussion in SAS Language Reference: Concepts. For more information about the DATASETS procedure, see the discussion in the Base SAS Procedures Guide.