The LIFETEST Procedure

The TEST statement specifies a list of numeric covariates (prognostic variables) that you want tested for association with the failure time.

Two sets of rank statistics are computed. These rank statistics and their variances are pooled over all strata. Univariate (marginal) test statistics are displayed for each of the covariates.

Additionally, a sequence of test statistics for joint effects of covariates is displayed. The first element of the sequence is the largest univariate test statistic. Other variables are then added on the basis of the largest increase in the joint test statistic. The process continues until all the variables have been added or until the remaining variables are linearly dependent on the previously added variables.

See the section Rank Tests for the Association of Survival Time with Covariates for more information.