Using SAS to calculate the Kent and O'Quigley measure of dependence for Cox proportional hazards regression model

Kent and O'Quigley (1988) apply the concept of information gain to define a measure of dependence (R-squared measure) between explanatory variables an d a censored response variable within the framework of the Cox model, Two S AS macros to calculate this measure are presented. The first one is based o n a Newton-Raphson search and makes use of the SAS IML procedure. The secon d one is a simple grid search using SAS DATA steps and Base-SAS procedures. (C) 2000 Elsevier Science Ireland Ltd. All rights reserved.