Overview (COXREG command)

COXREG applies Cox proportional hazards regression to analysis of survival times—that is, the length of time before the occurrence of an event. COXREG supports continuous and categorical independent variables (covariates), which can be time dependent. Unlike SURVIVAL and KM, which compare only distinct subgroups of cases, COXREG provides an easy way of considering differences in subgroups as well as analyzing effects of a set of covariates.

Options

Processing of Independent Variables. You can specify which of the independent variables are categorical with the CATEGORICAL subcommand and control treatment of these variables with the CONTRAST subcommand. You can select one of seven methods for entering independent variables into the model using the METHOD subcommand. You can also indicate interaction terms using the keyword BY between variable names on either the VARIABLES subcommand or the METHOD subcommand.

Specifying Termination and Model-Building Criteria. You can specify the criteria for termination of iteration and control variable entry and removal with the CRITERIA subcommand.

Adding New Variables to Active Dataset. You can use the SAVE subcommand to save the cumulative survival, standard error, cumulative hazard, log-minus-log-of-survival function, residuals, XBeta, and, wherever available, partial residuals and DfBeta.

Output. You can print optional output using the PRINT subcommand, suppress or request plots with the PLOT subcommand, and, with the OUTFILE subcommand, write data files containing coefficients from the final model or a survival table. When only time-constant covariates are used, you can use the PATTERN subcommand to specify a pattern of covariate values in addition to the covariate means to use for the plots and the survival table.

Basic Specification

  • The minimum specification on COXREG is a dependent variable with the STATUS subcommand.
  • To analyze the influence of time-constant covariates on the survival times, the minimum specification requires either the WITH keyword followed by at least one covariate (independent variable) on the VARIABLES subcommand or a METHOD subcommand with at least one independent variable.
  • To analyze the influence of time-dependent covariates on the survival times, the TIME PROGRAM command and transformation language are required to define the functions for the time-dependent covariates.

Subcommand Order

  • The VARIABLES subcommand must be specified first; the subcommand keyword is optional.
  • Remaining subcommands can be named in any order.

Syntax Rules

  • Only one dependent variable can be specified for each COXREG command.
  • Any number of covariates (independent variables) can be specified. The dependent variable cannot appear on the covariate list.
  • The covariate list is required if any of the METHOD subcommands are used without a variable list or if the METHOD subcommand is not used.
  • Only one status variable can be specified on the STATUS subcommand. If multiple STATUS subcommands are specified, only the last specification is in effect.
  • You can use the BY keyword to specify interaction between covariates.

Operations

  • TIME PROGRAM computes the values for time-dependent covariates. See the topic TIME PROGRAM for more information.
  • COXREG replaces covariates specified on CATEGORICAL with sets of contrast variables. In stepwise analyses, the set of contrast variables associated with one categorical variable is entered or removed from the model as a block.
  • Covariates are screened to detect and eliminate redundancies.
  • COXREG deletes all cases that have negative values for the dependent variable.

Limitations

  • Only one dependent variable is allowed.
  • Maximum 100 covariates in a single interaction term.
  • Maximum 35 levels for a BY variable on PATTERN.