Problem Note 16208: Incorrect chi-square goodness-of-fit test degrees of freedom and p-value
for some distributions in PROC CAPABILITY
If the GAMMA, LOGNORMAL, WEIBULL or SU distribution option is specified
on the HISTOGRAM statement in PROC CAPABILITY, the degrees of freedom
and p-value for the chi-square goodness of fit statistic will be
incorrect when the THETA=EST distribution suboption is also specified.
The correct degrees of freedom are equal to the number of histogram
bins, minus the number of estimated parameters, minus 1. With THETA=EST,
the degrees of freedom are not decreased by 1 for the additional
estimated parameter.
For the Johnson SU distribution, the degrees of freedom and p-value will
be similarly incorrect when the THETA= option is omitted, since by
default theta is estimated for this distribution when it is not
specified.
There is no circumvention for this problem. It should be noted,
however, that the chi-square goodness-of-fit test depends on the number
of histograms bin. The empirical distribution function (EDF)
goodness-of-fit tests produced by PROC CAPABILITY are invariant to the
number of histogram bins and are recommended over the chi-square
goodness-of-fit test.
Operating System and Release Information
| SAS System | SAS/QC | Microsoft Windows XP Professional | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows NT Workstation | 8 TS M0 | |
| Microsoft Windows 95/98 | 8 TS M0 | |
| Windows Millennium Edition (Me) | 8.2 TS2M0 | |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9 TS M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Server | 8 TS M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Professional | 8 TS M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Datacenter Server | 8 TS M0 | 9.2 TS1M0 |
| Solaris | 8 TS M0 | 9.2 TS1M0 |
| OpenVMS VAX | 8 TS M0 | |
| Microsoft Windows 2000 Advanced Server | 8 TS M0 | 9.2 TS1M0 |
| IRIX | 8 TS M0 | |
| 64-bit Enabled Solaris | 8 TS M0 | 9.2 TS1M0 |
| z/OS | 8 TS M0 | 9.2 TS1M0 |
| Linux | 8.2 TS2M0 | 9.2 TS1M0 |
| OS/2 | 8 TS M0 | |
| Linux on Itanium | 9.1 TS1M3 | |
| ABI+ for Intel Architecture | 8 TS M0 | |
| HP-UX | 8 TS M0 | 9.2 TS1M0 |
| HP-UX IPF | 9 TS M0 | 9.2 TS1M0 |
| CMS | 8 TS M0 | |
| 64-bit Enabled HP-UX | 8 TS M0 | 9.2 TS1M0 |
| 64-bit Enabled AIX | 8 TS M0 | 9.2 TS1M0 |
| OpenVMS Alpha | 8 TS M0 | 9.2 TS1M0 |
| Tru64 UNIX | 8 TS M0 | 9.2 TS1M0 |
| AIX | 8 TS M0 | 9.2 TS1M0 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Process Capability Analysis
SAS Reference ==> Procedures ==> CAPABILITY
Analytics ==> Descriptive Statistics
Analytics ==> Distribution Analysis
|
| Date Modified: | 2005-10-04 09:46:17 |
| Date Created: | 2005-09-22 11:02:50 |
