I would like to make sure I have properly adjusted for multiple testing, which I am doing through permutation. I do not want to over-adjust, so I only want to include comparisons that were specified a priori. Here is a dataset that is similar in construction to the one I am analyzing:
data test;
call streaminit(1234);
do a=1 to 5;
do b=1 to 2;
do i = 1 to 8;
censored = rand('BERNOULLI',0.5);
if censored = 0 then ttd = rand('NORMAL',10);
else ttd = 30;
id = 16*(A-1)+8*(B-1)+i;
output;
end;
end;
end;
drop i;
run;
If I were interested in comparing each level of a and b to every other level, I would run the following:
proc lifetest data=test;
time ttd * censored(1);
strata a b / diff=all adjust=simulate(nsamp=1000000 seed=1234);
run;
Instead, I would like to compare each level of a to every other level of a within b (10 comparisons at 2 levels makes 20 comparisons). On top of that, I would like to compare the two levels of b within each level of a (5 comparisons). So in all that is 25 comparisons I have to adjust for, but adjusting for all pairwise comparisons as I have done in the above code accounts for 45 comparisons. Is there a way in proc lifetest to just specify the 25 pairwise comparisons I am interested in? If not, is there some way around this so I can adjust post hoc just for the 25 comparisons I am interested in?
While this is a very statistics-related question, the primary question is about problems specific to programming in SAS and not about which methods to use or the appropriateness of the chosen method, so I am posting it here and not on Cross Validated, though I admit that a post hoc adjustment outside of proc lifetest may be the way to go and so would be willing to let Cross Validated have a shot at it as well.
