Migrating from SAS HAZARD to TemporalHazard

library(TemporalHazard)

Overview

If you’ve been running multiphase hazard analyses in SAS HAZARD — the macro suite that wraps the C HAZARD binary written by Blackstone, Naftel, and Turner at UAB — this vignette is the bridge to running the same analyses in R. Every SAS HAZARD statement, every common macro option, and every output field maps to something in TemporalHazard; this document spells out the correspondences and flags the small handful of features the R port doesn’t yet cover.

The mapping is faithful, not literal. SAS HAZARD is a step-driven DSL: you write a PROC HAZARD block with separate TIME, EVENT, PARMS, EARLY, CONSTANT, and SELECTION statements, and the macro assembles them into a binary call. R is function-driven: you write a single hazard() call with named arguments. The conceptual pieces are identical; the syntactic ergonomics differ. Use this vignette to translate an existing SAS analysis, or as a reference when comparing the package’s output against a SAS HAZARD reference fit for parity testing.

The full formal argument mapping table is available programmatically and ships with the package — handy when you want to grep for a specific SAS parameter name and find its R equivalent without scrolling through the prose below:

knitr::kable(
  TemporalHazard::hzr_argument_mapping(),
  caption = "Formal argument map: SAS HAZARD/C → hazard()",
  col.names = c(
    "SAS Statement", "Legacy Input", "C Concept",
    "R Parameter", "Required", "Expected Type",
    "Transform Rule", "Status", "Notes"
  )
)

Statement-by-statement mapping

A SAS HAZARD analysis is a stack of statements inside a PROC HAZARD block. We walk through them in roughly the order they appear in a typical analysis script, showing the SAS form and the corresponding R call.

PROC HAZARD DATA=

The procedure-level statement that names the dataset and sets global options. The NOCOV / NOCOR flags suppress covariance and correlation output; CONDITION= is a tolerance switch for the convergence check.

PROC HAZARD DATA=AVCS NOCOV NOCOR CONDITION=14;

Maps to hazard() control list:

fit <- hazard(
  ...,
  control = list(
    nocov      = TRUE,   # suppress covariance output
    nocor      = TRUE,   # suppress correlation output
    condition  = 14      # CONDITION= switch
  )
)

Additional PROC HAZARD options with no direct R equivalent yet are passed through ... as named arguments and stored in fit$legacy_args.

TIME

Names the follow-up time variable. In SAS HAZARD this is a separate statement; in R it’s the first argument to Surv() inside the formula.

TIME INT_DEAD;

Maps directly to time:

fit <- hazard(
  time   = avcs$INT_DEAD,
  ...
)

• Must be a non-negative numeric vector in the same time unit as the original analysis (months, in the AVC example).
• Missing values are not permitted.

EVENT

Names the event-indicator variable. Like TIME, this is a separate statement in SAS HAZARD but enters the R formula through Surv().

EVENT DEAD;

Maps to status:

fit <- hazard(
  status = avcs$DEAD,   # 1 = event, 0 = censored
  ...
)

• TemporalHazard coerces status to numeric; logical vectors are also accepted.
• The HAZARD convention uses 1 = occurred, 0 = censored/alive at last contact.

PARMS

Supplies starting values for the optimizer and flags which parameters to hold fixed (FIXM, FIXMU, etc.). The starting values matter — for the multiphase optimizer in particular, a poor starting point can park the fit at a local minimum well away from the global MLE.

PARMS MUE=0.3504743 THALF=0.1905077 NU=1.437416 M=1 FIXM
      MUC=4.391673E-07;

Maps to theta (coefficient/parameter vector) and control (fix flags):

fit <- hazard(
  theta   = c(MUE = 0.3504743, THALF = 0.1905077, NU = 1.437416,
              M = 1,           MUC   = 4.391673e-07),
  control = list(
    fix = c("M")   # FIXM → freeze M during optimization
  ),
  ...
)

Note: Full SAS PARMS syntax is not mirrored one-for-one in the public API. In the current package, supply the parameter vector directly via theta and record fixed-parameter intent in control$fix. The legacy parity helpers do generate SAS-style control text when comparing against the historical binaries.

EARLY and CONSTANT covariate blocks

These statements assign covariates to specific phases. In SAS HAZARD each block lists the covariates that affect that phase and their starting coefficients. Covariates can appear in multiple blocks with different starting values — same column, different phase-specific effect.

EARLY  AGE=-0.03205774, COM_IV=1.336675, MAL=0.6872028,
       OPMOS=-0.01963377, OP_AGE=0.0002086689, STATUS=0.5169533;
CONSTANT INC_SURG=1.375285, ORIFICE=3.11765, STATUS=1.054988;

In HAZARD, EARLY and CONSTANT define phase-specific covariate coefficients. In TemporalHazard these are unified into a single design matrix x and coefficient vector theta during M1. Phase assignment will be formalised in M2 when the multi-phase likelihood is implemented.

Current convention (M1): combine all covariates into x and supply the corresponding starting coefficients in theta.

# Build design matrix from the AVC data set
X <- data.matrix(avcs[, c("AGE", "COM_IV", "MAL", "OPMOS", "OP_AGE",
                           "STATUS", "INC_SURG", "ORIFICE")])

# Starting values from SAS EARLY + CONSTANT blocks combined
theta_start <- c(
  AGE      = -0.03205774,
  COM_IV   =  1.336675,
  MAL      =  0.6872028,
  OPMOS    = -0.01963377,
  OP_AGE   =  0.0002086689,
  STATUS   =  0.5169533,   # EARLY phase coefficient
  INC_SURG =  1.375285,
  ORIFICE  =  3.11765
)

fit <- hazard(
  time   = avcs$INT_DEAD,
  status = avcs$DEAD,
  x      = X,
  theta  = theta_start,
  dist   = "weibull"
)

SELECTION

Triggers stepwise covariate selection inside the hazard fit. SLE is the significance level for entry, SLS for staying. SAS HAZARD embedded this in the same PROC HAZARD call; in R the stepwise loop is a separate hzr_stepwise() function that wraps a fitted hazard() object.

SELECTION SLE=0.2 SLS=0.1;

TemporalHazard now ships hzr_stepwise(), which implements forward, backward, and two-way stepwise selection with SAS-style SLENTRY / SLSTAY thresholds, phase-specific entry for multiphase models, and a MOVE oscillation guard. FAST-screening (Lawless-Singhal approximate Wald updates) is not yet implemented; every candidate currently gets a full refit. See ?hzr_stepwise for the full option list.

SAS macro equivalents

The legacy SAS distribution ships a suite of macros for nonparametric baselines, goodness-of-fit diagnostics, bootstrap inference, and variable calibration that sit alongside PROC HAZARD. Each has an R equivalent in TemporalHazard:

Minimal illustrations on the AVC dataset follow. The vignette("inference-diagnostics") walkthrough builds these into a full analysis workflow.

library(survival)
data(avc)
avc <- na.omit(avc)

# Base parametric fit for downstream diagnostics
fit <- hazard(
  Surv(int_dead, dead) ~ age + status + mal + com_iv,
  data = avc, dist = "weibull",
  theta = c(mu = 0.2, nu = 1, rep(0, 4)),
  fit = TRUE, control = list(maxit = 500)
)

km <- hzr_kaplan(time = avc$int_dead, status = avc$dead)
head(km, 4)
#> Kaplan-Meier estimate with logit confidence limits
#> Events: 14  | Time points: 4 
#> Survival range: 0.9541 to 0.9836 
#> RMST at last event: 0.016 
#> 
#>         time n_risk n_event n_censor survival std_err cl_lower cl_upper cumhaz
#>  0.001368954    305       5        0   0.9836  0.0073   0.9612   0.9932 0.0165
#>  0.002737907    300       2        0   0.9770  0.0086   0.9527   0.9890 0.0232
#>  0.008213721    298       2        0   0.9705  0.0097   0.9443   0.9846 0.0300
#>  0.016427440    296       5        0   0.9541  0.0120   0.9240   0.9726 0.0470
#>   hazard density   life
#>  12.0744 11.9752 0.0014
#>   4.8862  4.7901 0.0027
#>   1.2298  1.1975 0.0081
#>   2.0741  1.9959 0.0160

nel <- hzr_nelson(time = avc$int_dead, event = avc$dead)
head(nel, 4)
#> Nelson cumulative hazard estimate with lognormal CL
#> Events: 14  | Time points: 4 
#> 
#>         time n_risk n_event weight_sum cumhaz std_err cl_lower cl_upper  hazard
#>  0.001368954    305       5          5 0.0164  0.0033   0.0109   0.0237 11.9752
#>  0.002737907    300       2          2 0.0231  0.0047   0.0153   0.0335  4.8699
#>  0.008213721    298       2          2 0.0298  0.0057   0.0201   0.0425  1.2256
#>  0.016427440    296       5          5 0.0467  0.0067   0.0350   0.0610  2.0565
#>  cum_events
#>           5
#>           7
#>           9
#>          14

head(hzr_gof(fit), 4)
#> Goodness-of-fit: observed vs. expected events
#> Distribution: weibull  | n = 305 
#> 
#> Total observed events: 68 
#> Total expected events: 50.433 
#> Final residual (E - O): -17.567 
#> Conservation ratio (E/O): 0.742 
#> 
#> Use plot columns: time, km_surv, par_surv, cum_observed, cum_expected, residual

hzr_deciles(fit, time = 120, groups = 10)
#> Decile-of-risk calibration at time = 120 
#> Included 86 observations (excluded 219 censored before horizon).
#> 10 groups, 66 observed events, 33.7 expected
#> 
#>  group n events expected observed_rate expected_rate chi_sq  p_value
#>      1 8      1    0.458         0.125        0.0573  0.641 0.424000
#>      2 9      2    0.973         0.222        0.1080  1.080 0.298000
#>      3 8      5    1.410         0.625        0.1760  9.170 0.002460
#>      4 9      7    2.310         0.778        0.2570  9.530 0.002030
#>      5 9      9    2.890         1.000        0.3210 12.900 0.000321
#>      6 8      7    3.300         0.875        0.4120  4.160 0.041400
#>      7 9      9    4.200         1.000        0.4670  5.480 0.019200
#>      8 8      8    4.300         1.000        0.5380  3.180 0.074700
#>      9 9      9    6.140         1.000        0.6820  1.330 0.249000
#>     10 9      9    7.690         1.000        0.8540  0.224 0.636000
#>  mean_survival mean_cumhaz
#>          0.943      0.0591
#>          0.892      0.1150
#>          0.824      0.1940
#>          0.743      0.2970
#>          0.679      0.3870
#>          0.588      0.5320
#>          0.533      0.6300
#>          0.462      0.7720
#>          0.318      1.1700
#>          0.146      2.0100
#> 
#> Overall: chi-sq = 47.7 on 9 df, p = 2.86e-07

hzr_calibrate(avc$age, avc$dead, groups = 10, link = "logit")
#> Variable calibration (logit link, 10 groups)
#> 
#>  group  n events    mean     min     max  prob link_value
#>      1 30     11   3.519   1.051   5.388 0.367     -0.547
#>      2 31     11   8.665   5.421  11.532 0.355     -0.598
#>      3 30     13  15.194  11.631  18.497 0.433     -0.268
#>      4 31     11  23.077  18.990  27.828 0.355     -0.598
#>      5 30      7  43.544  28.124  57.167 0.233     -1.190
#>      6 31      3  72.066  59.730  86.408 0.097     -2.234
#>      7 30      2 101.154  86.507 117.522 0.067     -2.639
#>      8 31      3 162.739 121.169 203.733 0.097     -2.234
#>      9 30      4 247.051 205.343 297.140 0.133     -1.872
#>     10 31      3 530.623 324.573 790.981 0.097     -2.234

set.seed(1)
hzr_bootstrap(fit, n_boot = 20)  # small for vignette build
#> Bootstrap inference for hazard model
#> Replicates: 20 successful, 0 failed
#> 
#>  parameter  n pct    mean     sd     min    max ci_lower ci_upper
#>         mu 20 100  0.0000 0.0000  0.0000 0.0000   0.0000   0.0000
#>         nu 20 100  0.2446 0.0170  0.2222 0.2866   0.2229   0.2798
#>        age 20 100 -0.0029 0.0016 -0.0070 0.0002  -0.0061  -0.0003
#>     status 20 100  0.7035 0.2262  0.3252 1.0922   0.3475   1.0776
#>        mal 20 100  0.4622 0.3263 -0.2049 0.9676  -0.1302   0.9326
#>     com_iv 20 100  0.7395 0.3402  0.0776 1.3490   0.1436   1.3182

data(valves)
# Synthesize a competing-risks indicator for illustration.
valves$ev <- with(valves, ifelse(dead == 1, 1L,
                                   ifelse(pve == 1,  2L,
                                   ifelse(reop == 1, 3L, 0L))))
head(hzr_competing_risks(valves$int_dead, valves$ev), 4)
#> Competing risks cumulative incidence
#> Event types: 3  | Time points: 4 
#> Final survival: 0.9941 
#> Final incid_1 : 0.0059 
#> Final incid_2 : 0 
#> Final incid_3 : 0 
#> 
#>     time n_risk n_event_1 n_event_2 n_event_3 n_censor   surv incid_1 incid_2
#>  0.00068   1533         1         0         0        0 0.9993  0.0007       0
#>  0.00137   1532         4         0         0        0 0.9967  0.0033       0
#>  0.00171   1528         1         0         0        0 0.9961  0.0039       0
#>  0.00205   1527         3         0         0        0 0.9941  0.0059       0
#>  incid_3 se_surv   se_1 se_2 se_3
#>        0  0.0007 0.0007    0    0
#>        0  0.0015 0.0015    0    0
#>        0  0.0016 0.0016    0    0
#>        0  0.0020 0.0020    0    0

Full worked example: AVC death after repair

Statement-by-statement mapping is fine for reference, but the full gestalt only lands when you see a complete SAS HAZARD analysis and its R translation side by side. The example below is the final multivariable model from examples/hm.death.AVC.sas in the reference C repository — death after atrioventricular canal repair, two-phase model with covariates assigned to specific phases. It’s the canonical “this is what a real SAS HAZARD analysis looks like” specimen.

SAS (original)

The original SAS code, exactly as it appears in the reference distribution. Notice how the statements stack inside a single %HAZARD() macro call.

%HAZARD(
PROC HAZARD DATA=AVCS P CONSERVE OUTHAZ=OUTEST CONDITION=14 QUASI;
     TIME INT_DEAD;
     EVENT DEAD;
     PARMS MUE=0.3504743 THALF=0.1905077 NU=1.437416 M=1 FIXM
           MUC=4.391673E-07;
     EARLY   AGE=-0.03205774, COM_IV=1.336675,  MAL=0.6872028,
             OPMOS=-0.01963377, OP_AGE=0.0002086689, STATUS=0.5169533;
     CONSTANT INC_SURG=1.375285, ORIFICE=3.11765, STATUS=1.054988;
);

R equivalent (current runnable translation pattern)

The same model in TemporalHazard. Every SAS statement above has a corresponding R argument here: TIME and EVENT collapse into Surv(int_dead, dead) on the left of the formula; the global covariate list goes on the right; the PARMS starting values become the theta vector; phase-specific assignments use the formula argument inside each hzr_phase(); FIXM becomes fixed = "shapes" (or a subset of shape names). The line-by-line correspondence is the point — once you’ve translated one analysis this way, the pattern carries to every other.

# Assumed: avcs is a data.frame read from the AVC flat file
# (same variables as the SAS DATA step)

avcs <- avcs |>
  transform(
    LN_AGE   = log(AGE),
    LN_OPMOS = log(OPMOS),
    LN_INC   = ifelse(is.na(INC_SURG), NA, log(INC_SURG + 1)),
    LN_NYHA  = log(STATUS)
  )

# Replace missing INC_SURG with column mean (mirrors PROC STANDARD REPLACE)
avcs$INC_SURG[is.na(avcs$INC_SURG)] <- mean(avcs$INC_SURG, na.rm = TRUE)

X <- data.matrix(avcs[, c("AGE", "COM_IV", "MAL", "OPMOS", "OP_AGE",
                           "STATUS", "INC_SURG", "ORIFICE")])

fit <- hazard(
  time    = avcs$INT_DEAD,
  status  = avcs$DEAD,
  x       = X,
  theta   = c(
    # Hazard shape parameters (from PARMS)
    MUE   = 0.3504743,
    THALF = 0.1905077,
    NU    = 1.437416,
    M     = 1,
    MUC   = 4.391673e-07,
    # Covariate coefficients (from EARLY + CONSTANT blocks)
    AGE      = -0.03205774,
    COM_IV   =  1.336675,
    MAL      =  0.6872028,
    OPMOS    = -0.01963377,
    OP_AGE   =  0.0002086689,
    STATUS   =  0.5169533,
    INC_SURG =  1.375285,
    ORIFICE  =  3.11765
  ),
  dist    = "weibull",
  control = list(
    condition = 14,
    quasi     = TRUE,
    conserve  = TRUE,
    fix       = c("M")   # FIXM
  )
)

fit

Data preparation differences

Output object

hazard() returns a list of class hazard:

Prediction

In SAS HAZARD the P (predict / print) option on the PROC HAZARD line writes predicted survival, hazard, and cumulative-hazard tables to the output dataset. In R the same predictions come from predict.hazard() on the fitted object, with the requested quantity chosen via the type= argument. predict.hazard() currently supports four output types — "linear_predictor", "hazard", "survival", and "cumulative_hazard" — covering every quantity the SAS P option produces:

# Linear predictor (X %*% theta)
eta <- predict(fit, type = "linear_predictor")

# Hazard scale (exp(eta))
hz  <- predict(fit, type = "hazard")

The code chunk above shows only "linear_predictor" and "hazard"; "survival" and "cumulative_hazard" follow the same pattern. For multiphase fits pass decompose = TRUE to get per-phase cumulative hazard contributions instead of just the total.

Known limitations vs. SAS HAZARD

A SAS HAZARD veteran migrating to TemporalHazard should be aware of the following scope limits as of v0.9.8. Detailed status per feature is tracked in inst/dev/SAS-PARITY-GAP-ANALYSIS.md and inst/dev/DEVELOPMENT-PLAN.md.

Stepwise variable selection (SELECTION statement)

• Supported: hzr_stepwise() implements forward / backward / two-way stepwise with SAS-style SLENTRY / SLSTAY thresholds, per-phase entry for multiphase, and a MOVE oscillation guard.
• Not yet supported: FAST-screening (Lawless-Singhal approximate Wald updates). Every candidate currently gets a full refit, which is slower but always correct.

Per-phase time-varying windows

• Supported: time_windows applies one piecewise-constant cut-point set across all covariates.
• Not yet supported: distinct EARLY/LATE window sets per phase. Workaround: expand the design matrix manually before calling hazard().

Output datasets (OUTEST=, OUTVCOV=)

• The R equivalents are coef(fit) and vcov(fit) in memory; there is no automatic dataset-export mode. saveRDS() them yourself if you need an on-disk artefact.

Density / quantile prediction types

• predict.hazard() covers hazard, cumulative_hazard, survival, and linear_predictor. Density and quantile (median survival) types are not wired up; derive them from cumulative_hazard and survival predictions if needed.

Previously listed gaps that have since been closed

For users migrating from older TemporalHazard versions or reading older SAS parity notes:

• weights on all distributions — shipped v0.9.6. Weibull, exponential, log-logistic, log-normal, and multiphase all honour observation weights end-to-end (LL + analytic gradient + multiphase Conservation of Events).
• Surv(start, stop, event) with start > 0 — shipped v0.9.7. Counting-process rows contribute H(stop) - H(start) for Weibull and multiphase. The previous hazard() guard against non-zero starts is gone.
• Delta-method prediction confidence limits — shipped v0.9.8. Use predict(..., se.fit = TRUE, level = 0.95) to get a data frame with fit, se.fit, lower, and upper per row. Closed-form Jacobian for Weibull and multiphase, numDeriv::jacobian fallback for exponential / log-logistic / log-normal.

Rcpp acceleration note

TemporalHazard is currently pure R. If profiling against large real datasets turns up bottlenecks in the likelihood kernel or the optimizer inner loop, those specific functions will be re-implemented with Rcpp. The public interface (hazard(), predict.hazard(), etc.) will not change.

References

Blackstone EH, Naftel DC, Turner ME Jr. The decomposition of time-varying hazard into phases, each incorporating a separate stream of concomitant information. J Am Stat Assoc. 1986;81(395):615–624. doi: 10.1080/01621459.1986.10478314

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