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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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