SN-006025 ***Alert Note***
Interval censoring syntax may lead to incorrect results from the
PROBPLOT statement
Product: SAS/STAT
Component: LIFEREG procedure
Priority: ALERT
If there are any uncensored observations in the input dataset and you
use interval censoring syntax (variable1 variable2) and a PROBPLOT
statement, incorrect results will occur. The Turnbull algorithm for the
computation of the empirical distribution function estimates may fail to
iterate.
With interval censoring syntax, uncensored observations are those for
which variable1=variable2. Such observations represent exact failure
times in the data.
Results produced by the ITPRINTEM (interation history for the Turnbull
algorithm) and the PPOUT (table of cumulative probabilities) options of
the PROBPLOT statement will be in error. Plots produced by the PROBPLOT
statement will also be incorrect. The MODEL statement does not use the
Turnbull algorithm and is therefore unaffected.
To circumvent the problem, make another run of PROC LIFEREG, recoding
any uncensored observations (exact failure times) as interval censored
observations on a very small interval. Recode the data so that the new
intervals representing the uncensored observations do not overlap the
endpoints of any other interval. For uncensored observations, those
where variable1 and variable2 are equal, subtract a small positive value
from variable1 and/or add a small positive value to variable2 keeping in
mind the proviso about overlapping endpoints.
Recoding the data in this manner will produce correct output from the
ITPRINTEM and PPOUT options and correct plots. However, when recoding
the data the likelihood will differ and results stemming from the
likelihood will change, e.g. the maximum likelihood value, parameter
estimates for the fitted distribution, parameter estimates for any
covariates (independent variables) listed in any MODEL statements,
percentile estimates from the PCTLIST option, etc.
Keywords:
procedure proc lifereg stat sas/stat saspts incorrout incorrstat
turnbull algorithm does not iterate fails to iterate probplot statement
incorrect results interval censoring censored syntax interval exact
failure times (variable1 variable2) variable1 equals variable2
variable1=variable2 (lower upper) lower equals upper lower=upper
plots graphs incorrect computation of plotting positions
interval censoring syntax may lead to incorrect results from the
probplot statement
006025 6025
SAS Note Revised On: Thu, 11 Oct 2001
System Version Reported Version Fixed
AIX 64 bit 8.2 TS2M0
AIX/6000 8.2 TS2M0
VM/ESA (CMS) 8.2 TS2M0
Compaq Tru64 UNIX 8.2 TS2M0
HP-UX Operating Systems 8.2 TS2M0
HP-UX 64 bit 8.2 TS2M0
Intel ABI 8.2 TS2M0
Linux 8.2 TS2M0
MIPS ABI 8.2 TS2M0
OS/390 (MVS) 8.2 TS2M0
IBM OS/2 8.2 TS2M0
Solaris 8.2 TS2M0
Solaris 64 bit 8.2 TS2M0
OpenVMS VAX 8.2 TS2M0
OpenVMS Alpha 8.2 TS2M0
Windows NT 8.2 TS2M0
Windows 2000 Datacenter Server 8.2 TS2M0
Windows 2000 Professional 8.2 TS2M0
Windows 2000 Server and Advanced Server 8.2 TS2M0
Windows 95 8.2 TS2M0
Windows 98 8.2 TS2M0
Windows ME 8.2 TS2M0
No Fixes Available
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