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Summary Statistics for Time Variable days

 

The LIFETEST Procedure

 

 

Quartile Estimates

 

 

Point

95% Confidence Interval

Percent

Estimate

(Lower)

(Upper)

75

580.00

464

.00

.

50

254.00

193

.00

484.00

25

144.00

74

.00

195.00

Mean Standard Error

491.84 71.01

NOTE: The mean survival time and its standard error were underestimated because the largest observation was censored and the estimation was restricted to the largest event time.

 

 

The LIFETEST Procedure

 

 

 

 

 

Stratum 2: group = 1

 

 

 

 

Product-Limit Survival Estimates

 

 

 

 

 

Survival

 

 

 

 

 

 

Standard

Number

Number

Days

Survival

Failure

Error

Failed

Left

0

.00

1.0000

0

0

0

44

1

.00

0.9773

0.0227

0.0225

1

43

63

.00

0.9545

0.0455

0.0314

2

42

105

.00

0.9318

0.0682

0.0380

3

41

125

.00

0.9091

0.0909

0.0433

4

40

182

.00

0.8864

0.1136

0.0478

5

39

216

.00

0.8636

0.1364

0.0517

6

38

250

.00

0.8409

0.1591

0.0551

7

37

262

.00

0.8182

0.1818

0.0581

8

36

301

.00

.

.

.

9

35

301

.00

0.7727

0.2273

0.0632

10

34

342

.00

0.7500

0.2500

0.0653

11

33

354

.00

0.7273

0.2727

0.0671

12

32

356

.00

0.7045

0.2955

0.0688

13

31

358

.00

0.6818

0.3182

0.0702

14

30

380

.00

0.6591

0.3409

0.0715

15

29

383

.00

.

.

.

16

28

©2002 CRC Press LLC

383

.00

0.6136

0.3864

0.0734

17

27

388

.00

0.5909

0.4091

0.0741

18

26

394

.00

0.5682

0.4318

0.0747

19

25

408

.00

0.5455

0.4545

0.0751

20

24

460

.00

0.5227

0.4773

0.0753

21

23

489

.00

0.5000

0.5000

0.0754

22

22

523

.00

0.4773

0.5227

0.0753

23

21

524

.00

0.4545

0.5455

0.0751

24

20

535

.00

0.4318

0.5682

0.0747

25

19

562

.00

0.4091

0.5909

0.0741

26

18

569

.00

0.3864

0.6136

0.0734

27

17

675

.00

0.3636

0.6364

0.0725

28

16

676

.00

0.3409

0.6591

0.0715

29

15

748

.00

0.3182

0.6818

0.0702

30

14

778

.00

0.2955

0.7045

0.0688

31

13

786

.00

0.2727

0.7273

0.0671

32

12

797

.00

0.2500

0.7500

0.0653

33

11

955

.00

0.2273

0.7727

0.0632

34

10

968

.00

0.2045

0.7955

0.0608

35

9

977

.00

0.1818

0.8182

0.0581

36

8

1245

.00

0.1591

0.8409

0.0551

37

7

1271

.00

0.1364

0.8636

0.0517

38

6

1420

.00

0.1136

0.8864

0.0478

39

5

1460.00*

.

.

.

39

4

1516.00*

.

.

.

39

3

1551

.00

0.0758

0.9242

0.0444

40

2

1690.00*

.

.

.

40

1

1694

.00

0

1.0000

0

41

0

NOTE: The marked survival times are censored observations.

Summary Statistics for Time Variable days

 

Quartile Estimates

 

 

 

Point

95% Confidence Interval

Percent

Estimate

(Lower)

(Upper)

75

876.00

569.00

1271

.00

50

506.00

383.00

676

.00

25

348.00

250.00

388

.00

The LIFETEST Procedure

Mean Standard Error

653.22 72.35

©2002 CRC Press LLC

Summary of the Number of Censored and Uncensored Values

 

 

 

 

 

Percent

Stratum

group

Total

Failed

Censored

Censored

1

0

45

38

7

5.56

2

1

44

41

3

6.82

-------------------------------------------------------------------------------

Total

89

79

10

11.24

The LIFETEST Procedure

Testing Homogeneity of Survival Curves for days over Strata

 

Rank Statistics

 

group

Log-Rank

Wilcoxon

0

3

.3043

502

.00

1

-3

.3043

-502

.00

Covariance Matrix for the Log-Rank Statistics

group

 

0

 

1

0

19

.3099

-19

.3099

1

-19

.3099

19

.3099

Covariance Matrix for the Wilcoxon Statistics

group

 

0

 

 

1

0

58385

.0

-58385

.0

1

-58385

.0

58385

.0

Test of Equality over Strata

 

 

 

 

 

Pr >

Test

Chi-Square

DF

Chi-Square

Log-Rank

0.5654

1

 

0.4521

Wilcoxon

4.3162

1

 

0.0378

-2Log(LR)

0.3574

1

 

0.5500

Display 12.4

©2002 CRC Press LLC

Survival Distribution Function

1.00

0.75

0.50

0.25

0.00

0

250

500

750

1000

1250

1500

1750

 

 

 

 

days

 

 

 

 

STRATA:

group= 0

 

Censored group= 0

 

 

 

 

group= 1

 

Censored group= 1

 

 

Display 12.5

12.3.2 Methadone Treatment of Heroin Addicts

The data on treatment of heroin addiction shown in Display 12.2 can be read in with the following data step.

data heroin;

infile 'n:\handbook2\datasets\heroin.dat' expandtabs; input id clinic status time prison dose @@;

run;

Each line contains the data values for two observations, but there is no relevant difference between those that occur first and second. This being the case, the data can be read using list input and a double trailing @. This holds the current line for further data to be read from it. The difference between the double trailing @ and the single trailing @, used for the cancer data, is that the double @ will hold the line across iterations of the data step. SAS will only go on to a new line when it runs out of data on the current line.

©2002 CRC Press LLC

The SAS log will contain the message "NOTE: SAS went to a new line when INPUT statement reached past the end of a line," which is not a cause for concern in this case. It is also worth noting that although the ID variable ranges from 1 to 266, there are actually 238 observations in the data set.

Cox regression is implemented within SAS in the phreg procedure. The data come from two different clinics and it is possible, indeed

likely, that these clinics have different hazard functions which may well not be parallel. A Cox regression model with clinics as strata and the other two variables, dose and prison, as explanatory variables can be fitted in SAS using the phreg procedure.

proc phreg data=heroin;

model time*status(0)=prison dose / rl; strata clinic;

run;

In the model statement, the response variable (i.e., the failure time) is followed by an asterisk, the name of the censoring variable, and a list of censoring value(s) in parentheses. As with proc reg, the predictors must all be numeric variables. There is no built-in facility for dealing with categorical predictors, interactions, etc. These must all be calculated as separate numeric variables and dummy variables.

The rl (risklimits) option requests confidence limits for the hazard ratio. By default, these are the 95% limits.

The strata statement specifies a stratified analysis with clinics forming the strata.

The output is shown in Display 12.6. Examining the maximum likelihood estimates, we find that the parameter estimate for prison is 0.38877 and that for dose –0.03514. Interpretation becomes simpler if we concentrate on the exponentiated versions of those given under Hazard Ratio. Using the approach given in Eq. (12.13), we see first that subjects with a prison history are 47.5% more likely to complete treatment than those without a prison history. And for every increase in methadone dose by one unit (1mg), the hazard is multiplied by 0.965. This coefficient is very close to 1, but this may be because 1 mg methadone is not a large quantity. In fact, subjects in this study differ from each other by 10 to 15 units, and thus it may be more informative to find the hazard ratio of two subjects differing by a standard deviation unit. This can be done simply by rerunning the analysis with the dose standardized to zero mean and unit variance;

©2002 CRC Press LLC

 

 

The PHREG Procedure

 

 

 

Model Information

 

 

Data Set

WORK.HEROIN

 

 

Dependent Variable

time

 

 

Censoring Variable

status

 

 

Censoring Value(s)

0

 

 

 

Ties Handling

BRESLOW

 

Summary of the Number of Event and Censored Values

 

 

 

 

 

Percent

Stratum

clinic

Total Event

Censored

Censored

1

1

163

122

41

25.15

2

2

75

28

47

62.67

---------------------------------------------------------------------------

Total

238

150

88

36.97

Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

 

Without

 

With

Criterion

Covariates

Covariates

-2 LOG L

1229

.367

1195.428

AIC

1229

.367

1199.428

SBC

1229

.367

1205.449

Testing Global Null Hypothesis: BETA=0

Test

Chi-Square

DF

Pr > ChiSq

Likelihood Ratio

33.9393

2

<.0001

Score

33.3628

2

<.0001

Wald

32.6858

2

<.0001

©2002 CRC Press LLC

Analysis of Maximum Likelihood Estimates

 

 

Parameter

Standard

 

Chi-

Pr >

Hazard

95% Hazard Ratio

Variable

DF

Estimate

Error

Square

ChiSq

Ratio

Confidence

Limits

prison

1

0

.38877

0.16892

5

.2974

0.0214

1.475

1.059

2.054

dose

1

-0

.03514

0.00647

29

.5471

<.0001

0.965

0.953

0.978

Display 12.6

The analysis can be repeated with dose standardized to zero mean and unit variance as follows:

proc stdize data=heroin out=heroin2; var dose;

proc phreg data=heroin2;

model time*status(0)=prison dose / rl; strata clinic;

baseline out=phout loglogs=lls / method=ch;

symbol1 i=join v=none l=1; symbol2 i=join v=none l=3; proc gplot data=phout;

plot lls*time=clinic; run;

The stdize procedure is used to standardize dose (proc standard could also have been used). Zero mean and unit variance is the default method of standardization. The resulting data set is given a different name with the out= option and the variable to be standardized is specified with the var statement.

The phreg step uses this new data set to repeat the analysis. The baseline statement is added to save the log cumulative hazards in the data set phout. loglogs=lls specifies that the log of the negative log of survival is to be computed and stored in the variable lls. The product limit estimator is the default and method=ch requests the alternative empirical cumulative hazard estimate.

Proc gplot is then used to plot the log cumulative hazard with the symbol statements defining different linetypes for each clinic.

©2002 CRC Press LLC

The output from the phreg step is shown in Display 12.7 and the plot in Display 12.8. The coefficient of dose is now –0.50781 and the hazard ratio is 0.602. This can be interpreted as indicating a decrease in the hazard by 40% when the methadone dose increases by one standard deviation unit. Clearly, an increase in methadone dose decreases the likelihood of the addict completing treatment.

In Display 12.8, the increment at each event represents the estimated logs of the hazards at that time. Clearly, the curves are not parallel, underlying that treating the clinics as strata was sensible.

 

 

The PHREG Procedure

 

 

 

Model Information

 

 

Data Set

WORK.HEROIN2

 

 

Dependent Variable

time

 

 

 

Censoring Variable

status

 

 

Censoring Value(s)

0

 

 

 

Ties Handling

BRESLOW

 

Summary of the Number of Event and Censored Values

 

 

 

 

 

Percent

Stratum

Clinic

Total Event

Censored

Censored

1

1

163

122

41

25.15

2

2

75

28

47

62.67

---------------------------------------------------------------------------

Total

238

150

88

36.97

Convergence Status

Convergence criterion (GCONV=1E-8) satisfied.

Model Fit Statistics

 

Without

With

Criterion

Covariates

Covariates

-2 LOG L

1229.367

1195.428

AIC

1229.367

1199.428

SBC

1229.367

1205.449

©2002 CRC Press LLC

Testing Global Null Hypothesis: BETA=0

Test

Chi-Square

DF

Pr > ChiSq

Likelihood Ratio

33.9393

2

<.0001

Score

33.3628

2

<.0001

Wald

32.6858

2

<.0001

Analysis of Maximum Likelihood Estimates

 

 

Parameter

Standard

 

Chi-

Pr >

Hazard

95% Hazard Ratio

Variable

DF

Estimate

Error

Square

ChiSq

Ratio

Confidence Limits

prison

1

0

.38877

0.16892

5

.2974

0.0214

1.475

1.059

2.054

dose

1

-0

.50781

0.09342

29

.5471

<.0001

0.602

0.501

0.723

Display 12.7

Log of Negative Log of SURVIVAL

2

1

0

-1

-2

-3

-4

-5

-6

0

100

200

300

400

500

600

700

800

900

 

 

 

 

 

 

time

 

 

 

 

 

clinic

 

 

1

2

 

 

 

 

 

 

 

 

 

 

 

 

 

Display 12.8

©2002 CRC Press LLC

Exercises

12.1In the original analyses of the data in this chapter (see Caplehorn and Bell, 1991), it was judged that the hazards were approximately proportional for the first 450 days (see Display 12.8). Consequently, the data for this time period were analysed using clinic as a covariate rather than by stratifying on clinic. Repeat this analysis using clinic, prison, and standardized dose as covariates.

12.2Following Caplehorn and Bell (1991), repeat the analyses in Exercise

12.1 but now treating dose as a categorical variable with three levels (<60, 60–79, ≥ 80) and plot the predicted survival curves for the three dose categories when prison takes the value 0 and clinic the value 1.

12.3Test for an interaction between clinic and methadone using both continuous and categorical scales for dose.

12.4Investigate the use of residuals in fitting a Cox regression using some of the models fitted in the text and in the previous exercises.

©2002 CRC Press LLC

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