The MODEL statement identifies the variables to be used as the failure time variables, the optional censoring variable, and
the explanatory effects, including covariates, main effects, interactions, nested effects; see the section Specification of Effects in Chapter 45: The GLM Procedure, for more information. A note of caution: specifying the effect T
*A
in the MODEL statement, where T
is the time variable and A
is a CLASS variable, does not make the effect time-dependent. See the section Time and CLASS Variables Usage for more information.
Two forms of MODEL syntax can be specified; the first form allows one time variable, and the second form allows two time variables for the counting process style of input (see the section Counting Process Style of Input for more information).
In the first MODEL statement, the name of the failure time variable precedes the equal sign. This name can optionally be followed by an asterisk, the name of the censoring variable, and a list of censoring values (separated by blanks or commas if there is more than one) enclosed in parentheses. If the censoring variable takes on one of these values, the corresponding failure time is considered to be censored. Following the equal sign are the explanatory effects (sometimes called independent variables or covariates) for the model.
Instead of a single failure-time variable, the second MODEL statement identifies a pair of failure-time variables. Their names are enclosed in parentheses, and they signify the endpoints of a semiclosed interval during which the subject is at risk. If the censoring variable takes on one of the censoring values, the time t2 is considered to be censored.
The censoring variable must be numeric and the failure-time variables must contain nonnegative values. Any observation with a negative failure time is excluded from the analysis, as is any observation with a missing value for any of the variables listed in the MODEL statement. Failure-time variables with a SAS date format are not recommended because the dates might be translated into negative numbers and consequently the corresponding observation would be discarded.
Table 73.10 summarizes the options available in the MODEL statement. These options can be specified after a slash (/). Four convergence criteria are allowed for the maximum likelihood optimization: ABSFCONV=, FCONV=, GCONV=, and XCONV=. If you specify more than one convergence criterion, the optimization is terminated as soon as one of the criteria is satisfied. If none of the criteria is specified, the default is GCONV=1E–8.
Table 73.10: MODEL Statement Options
Option |
Description |
---|---|
Model Specification Options |
|
Specific the code that represents the event of interest for competing-risks data |
|
Suppresses model fitting |
|
Specifies offset variable |
|
Specifies effect selection method |
|
Effect Selection Options |
|
Controls the number of models displayed for best subset selection |
|
Requests detailed results at each step |
|
Specifies whether and how hierarchy is maintained and whether a single effect or multiple effects are allowed to enter or leave the model per step |
|
Specifies number of effects included in every model |
|
Specifies maximum number of steps for stepwise selection |
|
Adds or deletes effects in sequential order |
|
Specifies significance level for entering effects |
|
Specifies significance level for removing effects |
|
Specifies number of variables in first model |
|
Specifies number of variables in final model |
|
Adds or deletes variables by residual chi-square criterion |
|
Maximum Likelihood Optimization Options |
|
Specifies absolute function convergence criterion |
|
Specifies relative function convergence criterion |
|
Specifies Firth’s penalized likelihood method |
|
Specifies relative gradient convergence criterion |
|
Specifies relative parameter convergence criterion |
|
Specifies maximum number of iterations |
|
Specifies the initial ridging value |
|
Specifies the technique to improve the log likelihood function when its value is worse than that of the previous step |
|
Specifies tolerance for testing singularity |
|
Confidence Interval Options |
|
Specifies for the confidence intervals |
|
Specifies profile-likelihood convergence criterion |
|
Computes confidence intervals for hazard ratios |
|
Display Options |
|
Displays correlation matrix |
|
Displays covariance matrix |
|
Displays iteration history |
|
Suppresses "Class Level Information" table |
|
Displays Type 1 analysis |
|
Displays Type 3 tests or joint tests of effects |
|
Miscellaneous Options |
|
Specifies the delayed entry time variable |
|
Specifies the method of handling ties in failure times |