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Chapter 5. Estimating Cox Regression Mod... > TESTING LINEAR HYPOTHESES WITH CONTR...

TESTING LINEAR HYPOTHESES WITH CONTRAST OR TEST STATEMENTS

In Chapter 4, I discussed the CLASS statement in PROC LIFEREG, and I showed how to do non-standard hypothesis tests using the estimated covariance matrix of the coefficients. PROC PHREG also has a CLASS statement (in SAS 9.2 and later), but it has many more options than the one in PROC LIFEREG. PROC PHREG also has a TEST statement and a CONTRAST statement that make it easy to test any linear hypothesis about more than one coefficient. As we shall see, these two statements are somewhat redundant. Almost anything you can do with one can be done with the other. Furthermore, if you are already familiar with these statements from other SAS procedures (for example, REG, GLM, LOGISTIC, GENMOD), you won't find much new in this section.

As an example, let's treat the variable EDUC as a CLASS variable in a model for the recidivism data:


  

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