This section describes statistics that are computed for each observation when you fit a model for lifetime data. For regression models that are fit using the MODEL statement, you can specify a variety of statistics to be computed for each observation in the input data set. This section describes the method of computation for each statistic. See Table 16.32 and Table 16.33 for the syntax to request these statistics.
The linear predictor is

where is the vector of explanatory variables for the ith observation.
An estimator of the percentile for the ith observation for the extreme value, normal, and logistic distributions is

where , G is the standardized CDF, and is the distribution scale parameter.
An estimator of the percentile for the ith observation for the Weibull, lognormal, and loglogistic distributions is

where G is the standardized CDF of the extreme value, normal, or logistic distribution that corresponds to the logarithm of the lifetime, and is the distribution scale parameter.
The percentile of the lognormal (base 10) distribution is

where G is the CDF of the standard normal distribution.
An estimator of the percentile for the ith observation for the generalized gamma distribution is

where

and is the percentile of the chisquare distribution with k degrees of freedom.
For the extreme value, normal, and logistic distributions, the standard error of the estimator of the percentile is computed as

where

and is the covariance matrix of .
For the Weibull, lognormal, and loglogistic distributions, the standard error is computed as

where is the percentile computed from the extreme value, normal, or logistic distribution that corresponds to the logarithm of the lifetime. The standard error for the lognormal (base 10) distribution is computed as

The standard error for the generalized gamma distribution percentile is computed as

where

is the covariance matrix of , is the vector of regression parameters, is the scale parameter, and is the shape parameter.
Twosided approximate confidence limits for for the extreme value, normal, and logistic distributions are computed as






where represents the percentile of the standard normal distribution.
Limits for the Weibull, lognormal, and loglogistic percentiles are computed as






where and are computed from the corresponding distributions for the logarithms of the lifetimes. For the lognormal (base 10) distribution,






Limits for the generalized gamma distribution percentiles are computed as


For the extreme value, normal, and logistic distributions, an estimate of the reliability function evaluated at the response is computed as

where is the standardized CDF of the distribution from Table 16.69.
Estimates of the reliability function evaluated at the response for the Weibull, lognormal, loglogistic, and generalized gamma distributions are computed as

where is the standardized CDF of the corresponding extreme value, normal, logistic, or generalized loggamma distributions.
The RELIABILITY procedure computes several different kinds of residuals. In the following equations, represents the ith response value if the extreme value, normal, or logistic distributions are specified. If is the ith response and if the Weibull, lognormal, loglogistic, or generalized gamma distributions are specified, then represents the logarithm of the response . If the lognormal (base 10) distribution is specified, then .
The raw residual is computed as

The standardized residual is computed as

If an observation is right censored, then the standardized residual for that observation is also right censored. Adjusted residuals adjust censored standardized residuals upward by adding a percentile of the residual lifetime distribution, given that the standardized residual exceeds the censoring value. The default percentile is the median (50th percentile), but you can, optionally, specify a percentile by using the RESIDALPHA= option in the MODEL statement. The percentile residual life is computed as in Joe and Proschan (1984). The adjusted residual is computed as

where G is the standard CDF,

is the reliability function, and

If the generalized gamma distribution is specified, the standardized CDF and reliability functions include the estimated shape parameter .
Let

The CoxSnell residual is defined as

where

is the reliability function. The modified CoxSnell residual is computed as in Collett (1994, p. 152):

where is an adjustment factor. If the fitted model is correct, the CoxSnell residual has approximately a standard exponential distribution for uncensored observations. If an observation is censored, the residual evaluated at the censoring time is not as large as the residual evaluated at the (unknown) failure time. The adjustment factor adjusts the censored residuals upward to account for the censoring. The default is , the mean of the standard exponential distribution. You can, optionally, specify any adjustment factor by using the MODEL statement option RESIDADJ=. Another commonly used value is the median of the standard exponential distribution, .