Table of Contents#### Download Safari Books Online apps: Apple iOS | Android | BlackBerry

Entire Site

Free Trial

Safari Books Online is a digital library providing on-demand subscription access to thousands of learning resources.

C HAPTER 4 Estimating Parametric Regression Models with PROC LIFEREG 95 could make it seem that convergence had occurred when there is actually no ML solution. H YPOTHESIS T ESTS PROC LIFEREG is somewhat skimpy in its facilities for hypothesis tests. It automatically reports a chi-square test for the hypothesis that each coefficient is 0. These are Wald tests that are calculated simply by dividing each coefficient by its estimated standard error and squaring the result. For models like the exponential that restrict the scale parameter to 1.0, PROC LIFEREG reports a Lagrange multiplier chi-square statistic (also known as a score statistic) for the hypothesis that the parameter is, indeed, equal to 1.0. Finally, as we've seen, for categorical variables named in a CLASS statement, PROC LIFEREG gives a Wald chi-square statistic for the null hypothesis that all the coefficients associated with the variable are 0. To test other hypotheses, you have to construct the appropriate statistic yourself. Before describing how to do this, I'll first present some background. For all the regression models considered in this book, there