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Chapter 7. Analysis of Tied or Discrete Data with PROC LOGISTIC - Pg. 235

C HAPTER 7 Analysis of Tied or Discrete Data with PROC LOGISTIC Introduction 235 The Logit Model for Discrete Time 236 The Complementary Log-Log Model for Continuous-Time Processes 240 Data with Time-Dependent Covariates 243 Issues and Extensions 246 Conclusion 255 I NTRODUCTION This chapter shows you how to use the LOGISTIC procedure to analyze data in which many events occur at the same points in time. In Chapter 5, "Estimating Cox Regression Models with PROC PHREG," we looked at several different methods for handling tied data with PROC PHREG. There we saw that Breslow's method--the standard formula for partial likelihood estimation with tied data--is often a poor approximation when there are many ties. This problem was remedied by two exact