SN-005428 ***Alert Note***
Interval censoring syntax may lead to incorrect results
Product: SAS/QC
Component: RELIABILITY procedure
Priority: ALERT
If there are any uncensored observations in the input dataset and you
use interval censoring syntax (variable1 variable2) with the ANALYZE,
PROBPLOT, or RELATIONPLOT statements, 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 PPOUT and ITPRINTEM options of the ANALYZE,
PROBPLOT, and RELATIONPLOT statements will be in error. Plots produced
by PROBPLOT and RELATIONPLOT statements will also be incorrect. MODEL
statements that do not use the Turnbull algorithm and are unaffected by
this problem.
To circumvent the problem, recode any uncensored observations as
interval censored observations on a very small interval so that the
intervals representing uncensored observations do not overlap the
endpoints of any other interval. For uncensored observations
(those where variable1=variable2), subtract a small positive value from
variable1 and/or add a small positive value to variable2 keeping mind
the proviso about overlapping endpoints. This workaround will produce
correct probabilities and cumulative probabilities and affected plots
will be correct. However, since the data are changed slightly results
relating to the maximization of the log-likelihood such as parameter
estimates will change. These changes are expected to be small.
Keywords:
procedure proc reliability qc sas/qc saspts incorrout incorrstat warning
turnbull algorithm for the estimation of the cumulative distribution
function did not converge in -1 iterations turnbull algorithm fails to
iterate analyze probplot pplot relationplot rplot statement itpintem
ppout option options incorrect results output cumulative probabilities
interval censored censoring interval-censored interval-censoring syntax
uncensored observations exact failure times (variable1 variable2)
variable1 equals variable2 variable1=variable2 (lower upper) lower
equals upper lower=upper incorrect plots graphs incorrect computation of
plotting positions
interval censoring syntax may lead to incorrect results
005428 5428
SAS Note Revised On: Thu, 11 Oct 2001
System Version Reported Version Fixed
AIX/6000 7 TSP1
VM/ESA (CMS) 7 TSP1
Compaq Tru64 UNIX 7 TSP1
HP-UX Operating Systems 7 TSP1
OS/390 (MVS) 7 TSP1
IBM OS/2 7 TSP1
Solaris 7 TSP1
OpenVMS VAX 7 TSP1
OpenVMS Alpha 7 TSP1
Windows NT 7 TSP1
Windows 95 7 TSP1
Windows 98 7 TSP1
No Fixes Available
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