The Gompertz distribution is not available in PROC LIFEREG. However, Cantor (2003) provides a %PARAMEST macro* that optimizes the Gompertz likelihood and uses built-in nonlinear programming (NLP) functions in PROC IML to do so. PARAMEST is general enough to handle left, right, and interval censored data and support the same two types of data entry that PROC LIFEREG does.

PROC RELIABILITY in SAS/QC^® can estimate the parameters of a two-parameter or three-parameter Gompertz distribution. While PROC RELIABILITY does not fit a model involving covariates with the Gompertz distribution, it can estimate the distribution parameters and produce probability plots.

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Cantor, A. B. 2003. SAS Survival Analysis Techniques for Medical Research, Second Edition, Cary, NC: SAS Institute Inc.

*This material is provided "as is" by SAS Institute Inc. and the author. There are no warranties, express or implied, as to merchantability or fitness for a particular purpose regarding the materials or code contained herein. Neither the Institute nor the author is responsible for errors in this material as it now exists or will exist, nor does the Institute or author provide technical support for it.