SAS/STAT 9.1 Users Guide, Volumes 1-7

The new SURVIVAL statement enables you to create confidence bands (also known as simultaneous confidence intervals) for the survivor function S ( t ) and to specify a transformation for computing the confidence bands and the pointwise confidence intervals. It contains the following options.

• The OUT= option names the output SAS data set that contains survival estimates as in the OUTSURV= option in the PROC LIFETEST statement.

• The CONFTYPE= option specifies the transformation applied to S ( t ) to obtain the pointwise confidence intervals and the confidence bands. Four transforms are available: the arcsine-square root transform, the complementary log-log transform, the logarithmic transform, and the logit transform.

• The CONFBAND= option specifies the confidence bands to add to the OUT= data set. You can choose the equal precision confidence bands (Nair 1984), or the Hall-Wellner bands (Hall and Wellner 1980), or both.

• The BANDMAX= option specifies the maximum time for the confidence bands.

• The BANDMIN= option specifies the minimum time for the confidence bands.

• The STDERR option adds the column of standard error of the estimated survivor function to the OUT= data set.

• The ALPHA= option sets the confidence level for pointwise confidence intervals as well as the confidence bands.