The PHREG Procedure

Example 87.15 Analysis of Competing-Risks Data

(View the complete code for this example.)

Bone marrow transplant (BMT) is a standard treatment for acute leukemia. Klein and Moeschberger (1997) present a set of BMT data for 137 patients, grouped into three risk categories based on their status at the time of transplant: acute lymphoblastic leukemia (ALL), acute myelocytic leukemia (AML) low-risk, and AML high-risk. During the follow-up period, some patients might relapse or some patients might die while in remission. Consider relapse to be the event of interest. Death is a competing risk because death impedes the occurrence of leukemia relapse. The Fine and Gray (1999) model is used to compare the risk categories on the disease-free survival.

The following DATA step creates the data set Bmt. The variable Disease represents the risk group of a patient, which is either ALL, AML-Low Risk, or AML-High Risk. The variable T represents the disease-free survival in days, which is the time to relapse, time to death, or censored. The variable Status has three values: 0 for censored observations, 1 for relapsed patients, and 2 for patients who die before experiencing a relapse.

proc format;
   value DiseaseGroup 1='ALL'
                      2='AML-Low Risk'
                      3='AML-High Risk';

data Bmt;
   input Disease T Status @@;
   label T='Disease-Free Survival in Days';
   format Disease DiseaseGroup.;
   datalines;
1   2081   0   1   1602   0   1   1496   0   1   1462   0   1   1433   0
1   1377   0   1   1330   0   1    996   0   1    226   0   1   1199   0
1   1111   0   1    530   0   1   1182   0   1   1167   0   1    418   2
1    383   1   1    276   2   1    104   1   1    609   1   1    172   2
1    487   2   1    662   1   1    194   2   1    230   1   1    526   2
1    122   2   1    129   1   1     74   1   1    122   1   1     86   2
1    466   2   1    192   1   1    109   1   1     55   1   1      1   2
1    107   2   1    110   1   1    332   2   2   2569   0   2   2506   0
2   2409   0   2   2218   0   2   1857   0   2   1829   0   2   1562   0
2   1470   0   2   1363   0   2   1030   0   2    860   0   2   1258   0
2   2246   0   2   1870   0   2   1799   0   2   1709   0   2   1674   0
2   1568   0   2   1527   0   2   1324   0   2    957   0   2    932   0
2    847   0   2    848   0   2   1850   0   2   1843   0   2   1535   0
2   1447   0   2   1384   0   2    414   2   2   2204   2   2   1063   2
2    481   2   2    105   2   2    641   2   2    390   2   2    288   2
2    421   1   2     79   2   2    748   1   2    486   1   2     48   2
2    272   1   2   1074   2   2    381   1   2     10   2   2     53   2
2     80   2   2     35   2   2    248   1   2    704   2   2    211   1
2    219   1   2    606   1   3   2640   0   3   2430   0   3   2252   0
3   2140   0   3   2133   0   3   1238   0   3   1631   0   3   2024   0
3   1345   0   3   1136   0   3    845   0   3    422   1   3    162   2
3     84   1   3    100   1   3      2   2   3     47   1   3    242   1
3    456   1   3    268   1   3    318   2   3     32   1   3    467   1
3     47   1   3    390   1   3    183   2   3    105   2   3    115   1
3    164   2   3     93   1   3    120   1   3     80   2   3    677   2
3     64   1   3    168   2   3     74   2   3     16   2   3    157   1
3    625   1   3     48   1   3    273   1   3     63   2   3     76   1
3    113   1   3    363   2
;

PROC PHREG enables you to plot the cumulative incidence function for each disease category, but first you must save these three Disease values in a SAS data set, as in the following DATA step:

data Risk;
   Disease=1; output;
   Disease=2; output;
   Disease=3; output;
   format Disease DiseaseGroup.;
   run;

The following statements use the PHREG procedure to fit the proportional subdistribution hazards model. To designate relapse (Status=1) as the event of interest, you specify EVENTCODE=1 in the MODEL statement. The HAZARDRATIO statement provides the hazard ratios for all pairs of disease groups. The COVARIATES= option in the BASELINE statement specifies the data set that contains the covariate settings for predicting cumulative incidence functions, and the OUT= option saves the prediction results in a SAS data set. The PLOTS= option in the PROC PHREG statement displays the cumulative incidence curves.

ods graphics on;
proc phreg data=Bmt plots(overlay=stratum)=cif;
   class Disease (order=internal ref=first);
   model T*Status(0)=Disease / eventcode=1;
   Hazardratio 'Pairwise' Disease / diff=pairwise;
   baseline covariates=Risk out=out1 cif=_all_ / seed=191;
run;

Output 87.15.1 displays the codes of different types of observations in the input data set. Relapse is the failure of interest with Status = 1, death is a competing failure with Status = 2, and censored observations are those with Status = 0. Out of the 137 transplant patients, 42 have a relapse, 41 die without experiencing a relapse, and 54 are censored (Output 87.15.2).

Output 87.15.1: Code for the Competing Failures and Censored Observations

The PHREG Procedure

Model Information
Data SetWORK.BMT 
Dependent VariableTDisease-Free Survival in Days
Status VariableStatus 
Event of Interest1 
Competing Event2 
Censored Value0 


Output 87.15.2: Distribution of Events and Censored Observations

Summary of Failure Outcomes
TotalEvent of
Interest
Competing
Event
Censored
137424154


Output 87.15.3 shows a significant effect (p = 0.0030) of Disease on the disease-free survival. With the reference coding, the CLASS variable Disease is represented by two dummy variables. Parameter estimates and Wald tests for individual parameters are shown in Output 87.15.3.

Output 87.15.3: Wald Test of the Disease Effect

Type 3 Tests
EffectDFWald Chi-SquarePr > ChiSq
Disease211.64060.0030

Analysis of Maximum Likelihood Estimates
Parameter DFParameter
Estimate
Standard
Error
Chi-SquarePr > ChiSqHazard
Ratio
Label
DiseaseAML-Low Risk1-0.803400.428463.51600.06080.448Disease AML-Low Risk
DiseaseAML-High Risk10.508490.366181.92830.16491.663Disease AML-High Risk


Hazard ratio estimates of one disease group relative to another disease group are displayed in Output 87.15.4. The hazard of relapse for the ALL patients is 2.2 times that for the AML-low risk patients, and the hazard for the AML-high risk patients is 1.7 times that for the ALL patients. It is expected that at any particular time after the transplant, an AML high-risk patient is more likely to relapse than an ALL patient, and an ALL patient is more likely to relapse than an AML low-risk patient. Such ordering of probabilities is revealed in the plot of the cumulative incidence functions in Output 87.15.5.

Output 87.15.4: Pairwise Comparison of Disease Group

Pairwise: Hazard Ratios for Disease
DescriptionPoint Estimate95% Wald Confidence Limits
Disease ALL vs AML-Low Risk2.2330.9645.171
Disease AML-Low Risk vs ALL0.4480.1931.037
Disease ALL vs AML-High Risk0.6010.2931.233
Disease AML-High Risk vs ALL1.6630.8113.408
Disease AML-Low Risk vs AML-High Risk0.2690.1270.573
Disease AML-High Risk vs AML-Low Risk3.7131.7457.900


Output 87.15.5: CIFs of the Three Disease Groups

CIFs of the Three Disease Groups


You use the following statements to display the cumulative incidence prediction for the ALL (Disease=1) risk group:

proc print data=Out1(where=(Disease=1));
   title 'CIFs Estimates and 95% Confidence limits for the ALL Group';
run;

Output 87.15.6: Cumulative Incidence Prediction for the ALL Group

CIFs Estimates and 95% Confidence limits for the ALL Group

ObsDiseaseTCIFStdErrCIFLowerCIFUpperCIF
1ALL00.00000...
2ALL320.007270.0072370.001030.05114
3ALL470.021830.0143230.006040.07898
4ALL480.029220.0178220.008840.09657
5ALL550.036630.0191060.013180.10181
6ALL640.044050.0192590.018700.10378
7ALL740.051510.0199510.024110.11005
8ALL760.058970.0255330.025240.13778
9ALL840.066460.0253780.031450.14048
10ALL930.074000.0250920.038070.14383
11ALL1000.081580.0304600.039240.16959
12ALL1040.089200.0290380.047120.16883
13ALL1090.096820.0335640.049070.19100
14ALL1100.104430.0357340.053410.20422
15ALL1130.112050.0411760.054530.23026
16ALL1150.119720.0376190.064670.22163
17ALL1200.127420.0365210.072660.22347
18ALL1220.135180.0429290.072540.25190
19ALL1290.142930.0417470.080630.25336
20ALL1570.150680.0463760.082430.27545
21ALL1920.158480.0514060.083920.29928
22ALL2110.166280.0581060.083830.32983
23ALL2190.174040.0562570.092360.32794
24ALL2300.181850.0535630.102100.32392
25ALL2420.189670.0653550.096530.37265
26ALL2480.197530.0578290.111280.35062
27ALL2680.205350.0547650.121760.34634
28ALL2720.213220.0581890.124890.36402
29ALL2730.221050.0613400.128320.38080
30ALL3810.228930.0612280.135540.38669
31ALL3830.236770.0622120.141470.39626
32ALL3900.244610.0637080.146820.40754
33ALL4210.252500.0708330.145710.43757
34ALL4220.260350.0636940.161180.42053
35ALL4560.268250.0675180.163790.43932
36ALL4670.276210.0732530.164240.46450
37ALL4860.284220.0662160.180040.44871
38ALL6060.292330.0675210.185900.45971
39ALL6090.300390.0793010.179050.50396
40ALL6250.308450.0671820.201280.47270
41ALL6620.316570.0706680.204390.49033
42ALL7480.324690.0828450.196920.53537


Output 87.15.6 shows the point estimate and the confidence limits for the cumulative incidence at each distinct time when the event of interest occurred for the ALL patients. The predictions for the AML-low risk patients and AML-high risk patients are not shown.

In contrast to the preceding proportional subdistribution hazard regression, the cause-specific analysis fits a separate Cox regression model that targets each event type and censors all other event types. The estimated CIF for a specific event type is based on all the cause-specific hazard models.

The following statements use the PHREG procedure to perform the cause-specific analysis and estimate the CIF for the event of relapse (Status=1) by specifying the MODEL statement option EVENTCODE(COX)=1. The COVARIATES= option in the BASELINE statement specifies the data set that contains the covariate settings for predicting cumulative incidence functions for relapse, and the OUT= option saves the prediction results in a SAS data set. The PLOTS= option in the PROC PHREG statement displays the cumulative incidence curves for relapse.

ods graphics on;
title 'Cause-specific Analysis';
proc phreg data=Bmt plots(overlay)=cif;
   class Disease (order=internal ref=first);
   model T*Status(0)=Disease / eventcode(cox)=1;
   baseline covariates=Risk out=out2 cif=_all_;
run;

Output 87.15.7 and Output 87.15.8 show that the risk factor Disease has different effects on the failure outcomes.

Output 87.15.7: Parameter Estimates for Relapse (Status=1)

Cause-specific Analysis

The PHREG Procedure

Analysis of Maximum Likelihood Estimates
Parameter DFParameter
Estimate
Standard
Error
Chi-SquarePr > ChiSqHazard
Ratio
Label
DiseaseAML-Low Risk1-0.894030.442224.08720.04320.409Disease AML-Low Risk
DiseaseAML-High Risk10.610090.362132.83840.09201.841Disease AML-High Risk


Output 87.15.8: Parameter Estimates for Death (Status=2)

Analysis of Maximum Likelihood Estimates
Parameter DFParameter
Estimate
Standard
Error
Chi-SquarePr > ChiSqHazard
Ratio
Label
DiseaseAML-Low Risk1-0.335930.385080.76100.38300.715Disease AML-Low Risk
DiseaseAML-High Risk10.096670.402200.05780.81011.101Disease AML-High Risk


Often the focus of a competing-risks analysis might not be on the parameter estimates, but on the cumulative incidence for specified covariate values. Output 87.15.9 displays the CIF of the event Relapse (Status=1) for the three Disease groups. The curves resemble those derived from the Fine and Gray model (Output 87.15.5).

Output 87.15.9: CIFs of the Three Disease Groups (Cause-Specific Analysis) for the All Group

CIFs of the Three Disease Groups (Cause-Specific Analysis) for the All Group


You use the following statements to display the cumulative incidence prediction for the ALL risk group (Disease=1):

proc print data=Out2(where=(Disease=1));
   title 'CIF Estimates and 95% Confidence limits for the ALL Group';
run;

Output 87.15.10 shows the point estimate and the confidence limits for the cumulative incidence at each distinct time when relapse (the event of interest) occurred for the ALL patients. It appears that the results are similar to the predictions from the Fine and Gray analysis.

Output 87.15.10: Cumulative Incidence Prediction (Cause-Specific Analysis) for the ALL Group

CIF Estimates and 95% Confidence limits for the ALL Group

ObsDiseaseTCIFStdErrCIFLowerCIFUpperCIF
1ALL00.00000...
2ALL320.007030.0071960.000940.05230
3ALL470.021090.0130770.006260.07110
4ALL480.028210.0154900.009620.08276
5ALL550.035300.0176950.013220.09429
6ALL640.042430.0197930.017010.10587
7ALL740.049610.0218120.020960.11744
8ALL760.056830.0237730.025030.12902
9ALL840.064070.0256600.029220.14046
10ALL930.071350.0275130.033510.15192
11ALL1000.078680.0293290.037890.16337
12ALL1040.086070.0311120.042380.17480
13ALL1090.093460.0328670.046910.18620
14ALL1100.100850.0345980.051490.19756
15ALL1130.108250.0363060.056090.20889
16ALL1150.115700.0379940.060780.22022
17ALL1200.123210.0396600.065560.23155
18ALL1220.130790.0413050.070430.24288
19ALL1290.138360.0429480.075300.25423
20ALL1570.145940.0445760.080200.26556
21ALL1920.153850.0462390.085360.27728
22ALL2110.161760.0479060.090530.28904
23ALL2190.169620.0495240.095710.30061
24ALL2300.177520.0511400.100930.31222
25ALL2420.185410.0527440.106170.32380
26ALL2480.193390.0543300.111510.33540
27ALL2680.201310.0558670.116860.34681
28ALL2720.209320.0573830.122310.35823
29ALL2730.217270.0588520.127770.36945
30ALL3810.225420.0603500.133390.38096
31ALL3830.233510.0617980.139000.39226
32ALL3900.241590.0632380.144640.40354
33ALL4210.249640.0646500.150270.41471
34ALL4220.257600.0660110.155890.42567
35ALL4560.265680.0673480.161650.43665
36ALL4670.273870.0686910.167520.44776
37ALL4860.282110.0699890.173480.45877
38ALL6060.290420.0713680.179410.47011
39ALL6090.298630.0726880.185330.48119
40ALL6250.306850.0740040.191260.49228
41ALL6620.315110.0752760.197290.50327
42ALL7480.323420.0765480.203380.51432


Last updated: February 13, 2019