options ls=80 center pagesize=60 number label;

/* Testing a null hypothesis with a GROUP of covariates:
   Example 5.15 on page 192. Low birthweight dataset on page 181. */
data bweight; 
infile 'bweight.dat' firstobs=2; 
input set case mother smoke ht ui; 
dumbtime = 2 - case;
motherSm = mother*smoke;
motherHy = mother*ht;
motherUi = mother*ui;

/* full model: with 4 main effects and 3 interactions: */
proc phreg data=bweight ;
model dumbtime*case(0) = mother smoke ht ui motherSm motherHy motherUi
      / ties=discrete ;
strata  set;

/* null model: with 4 main effects: */
proc phreg data=bweight ;
model dumbtime*case(0) = mother smoke ht ui
      / ties=discrete ;
strata  set;

                     Testing Global Null Hypothesis: BETA=0
 
                   Without        With   
    Criterion    Covariates    Covariates    Model Chi-Square

    -2 LOG L         41.589        28.397      13.192 with 7 DF (p=0.0676)  
    Score              .             .          9.215 with 7 DF (p=0.2376)  
    Wald               .             .          4.940 with 7 DF (p=0.6673)  


                    Analysis of Maximum Likelihood Estimates
 
                    Parameter     Standard      Wald         Pr >          Risk
 Variable   DF       Estimate       Error    Chi-Square   Chi-Square      Ratio

 MOTHER      1      -0.085063      0.05624      2.28772       0.1304      0.918
 SMOKE       1      -8.344430      6.92268      1.45293       0.2281      0.000
 HT          1      -7.635997      7.16445      1.13597       0.2865      0.000
 UI          1      -8.456284      7.22952      1.36817       0.2421      0.000
 MOTHERSM    1       0.072234      0.06062      1.41998       0.2334      1.075
 MOTHERHY    1       0.070954      0.06170      1.32249       0.2501      1.074
 MOTHERUI    1       0.084973      0.06090      1.94699       0.1629      1.089


                     Testing Global Null Hypothesis: BETA=0
 
                   Without        With   
    Criterion    Covariates    Covariates    Model Chi-Square

    -2 LOG L         41.589        32.059       9.530 with 4 DF (p=0.0491)  
    Score              .             .          8.491 with 4 DF (p=0.0752)  
    Wald               .             .          6.001 with 4 DF (p=0.1991)  

                    Analysis of Maximum Likelihood Estimates
 
                    Parameter     Standard      Wald         Pr >          Risk
 Variable   DF       Estimate       Error    Chi-Square   Chi-Square      Ratio

 MOTHER      1      -0.019124      0.01143      2.80053       0.0942      0.981
 SMOKE       1      -0.088466      0.86178      0.01054       0.9182      0.915
 HT          1       0.632467      1.19785      0.27878       0.5975      1.882
 UI          1       2.137625      1.19852      3.18105       0.0745      8.479