Quality and Reliability Methods - SAS

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388 Reliability and Survival Analysis II Chapter 20 Proportional Hazards Model Figure 20.16 Fit Model Dialog for Proportional Hazard Analysis Statistical Reports for the Proportional Hazard Model Finding parameter estimates for a proportional hazards model is an iterative procedure. When the fitting is complete, the report in Figure 20.17 appears. The Iteration History table lists iteration results occurring during the model calculations. • The Whole Model table shows the negative of the natural log of the likelihood function (–LogLikelihood) for the model with and without the grouping covariate. Twice the positive difference between them gives a chi-square test of the hypothesis that there is no difference in survival time between the groups. The degrees of freedom (DF) are equal to the change in the number of parameters between the full and reduced models. • The Parameter Estimates table gives the parameter estimate for Group, its standard error, and 95% upper and lower confidence limits. For the Rats.jmp sample data, there are only two levels in Group; therefore, a confidence interval that does not include zero indicates an alpha-level significant difference between groups. • The Effect Likelihood-Ratio Tests shows the likelihood-ratio chi-square test on the null hypothesis that the parameter estimate for the Group covariate is zero. Group has only two values; therefore, the test of the null hypothesis for no difference between the groups shown in the Whole Model Test table is the same as the null hypothesis that the regression coefficient for Group is zero.
Chapter 20 Reliability and Survival Analysis II 389 Proportional Hazards Model Figure 20.17 Reports for Proportional Hazard Analysis Risk Ratios for One Nominal Effect with Two Levels The Risk Ratios option is available from the red-triangle menu for Proportional Hazards Fit and shows the risk ratios for the effects. For this example, there is only one effect and there are only two levels for that effect. The risk ratio for Group 2 is compared with Group 1 and is shown in the Risk Ratios for Group table of the report window. (See Figure 20.18.) The risk ratio in this table is determined by computing the exponential of the parameter estimate for Group 2 and dividing it by the exponential of the parameter estimate for Group 1. The Group 1 parameter estimate is seen in the Parameter Estimates table. (See Figure 20.17.) The Group 2 parameter estimate is calculated by taking the negative value for the parameter estimate of Group 1. Reciprocal shows the value for 1/Risk Ratio.
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Quality and Reliability Methods - SAS

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