BAYESIAN ESTIMATION AND TESTING

Beginning with SAS 9.2, PROC PHREG can do a Bayesian analysis of the Cox regression model. We discussed Bayesian analysis for PROC LIFEREG in the last section of Chapter 4. Because the theory, syntax, and output for Bayesian analysis are virtually identical for these two procedures, I will not go into all the details here.

As with PROC LIFEREG, requesting a Bayesian analysis in PROC PHREG can be as simple as including the BAYES statement after the MODEL statement. Here's how to do it for the recidivism data: