Predicting using SAS-Survival analysis

From: AJ (anujwork_at_yahoo.com)
Date: 08/23/04 

Date: 23 Aug 2004 09:55:42 -0700

Hi,

I have dataset (has ~20,000 obs.) defined as-

Y: (Numeric) Response var - Number of months a person stayed on
program
X1:(Character) [01,02,03,.....,65] - A person belongs to any one of
these 65 segments.
X2:(Character) [S1,S2,....,S12] - A person belongs to any one of
these 12 stages.
X3:(Character) [G1,G2,....,G15] - A person belongs to any one of
these 15 groups.
C: (Numeric) - Censor Status [0=uncensored or
1=censor]

Additional Info:Around 80% of my data is censored.

/* My code using LIFEREG */
PROC LIFEREG data=ONE;
 CLASS X2;
 MODEL Y*C(1) = X2 / DIST=WEIBULL;
 OUTPUT OUT=LS P=PREDICTED;
RUN;
QUIT;
/************************************/

Ques. In Lifereg-
1. In order to decide which distribution to use I ran my code above with
Weibull, Exponential, Lnormal etc. and simply picked the one with
highest 'LIKELIHOOD' value. Am I right so far? The hazard plots were not
very informative so couldn't use them to decide the distribution.

2. I compared the Predicted-values for the levels of X2 class-variable
using code above and also by doing the above regression only on (for
exg. S1) the dataset-S1 as shown:
(DATA S1;
   SET one;
   IF X2 = 'S1';
RUN;

PROC LIFEREG data=S1 ;
 MODEL Y*C(1) = / DIST=WEIBULL;
 OUTPUT OUT=LS2 P=PREDICTED;
RUN;
QUIT;)

The predicted for level 'S1' by 2 methods above were different, and I
was expecting it same as data used for 'S1' level is exactly same in
both methods. Does anyone know why should they be different?
---------------------------------------------------

/* My code using PHREG */
Proc phreg data=one;
   model Y*C(1) = X2;
   output out=one_out;
Run;
/**********************************/

Ques. In Phreg-
1. How can I get the PREDICTED response values in phreg?

Thanks,
AJ