PHREG

PHREG is a command used in statistical software, particularly in Stata, for estimating Cox proportional hazards models. This type of regression is a semi-parametric statistical model used to analyze the relationship between the survival time of a subject and one or more predictor variables. The Cox proportional hazards model is widely used in medical research, survival analysis, and reliability engineering to understand factors that influence the time until an event of interest occurs, such as death, disease recurrence, or equipment failure.

The PHREG command in Stata allows users to specify the survival time variable, the censoring indicator, and the covariates that are believed to affect the hazard rate. It estimates the coefficients of these covariates and their associated standard errors, which can then be used to interpret the relative risk associated with each predictor. The model assumes that the hazard ratio between any two individuals is constant over time, a condition known as the proportional hazards assumption.

PHREG can also handle various extensions of the basic Cox model, including the inclusion of time-dependent covariates, frailty models to account for unobserved heterogeneity, and the ability to specify different baseline hazard functions. The output of the PHREG command typically includes estimated coefficients, hazard ratios, confidence intervals, and various goodness-of-fit statistics. These statistics help researchers assess the overall fit of the model and the significance of individual predictors.