Problem Note 33524: TIMELIST= with CONFBAND= gives incorrect estimates in the Product Limit Estimates table
Using the TIMELIST= option on the PROC LIFETEST statement in conjunction with the CONFBAND= option on the SURVIVAL statement in writes incorrect survival estimates and standard errors to the Product Limit Estimates table in PROC LIFETEST. The SURVIVAL OUT= data set is not affected.
There is no work-around other than ommitting either the TIMELIST= option or the CONFBAND= option.
In SAS9.2 the options on the SURVIVAL statement, including CONFBAND=, have migrated to the PROC LIFETEST statement and this problem does not occur.
Operating System and Release Information
| SAS System | SAS/STAT | z/OS | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M0 | |
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M0 | |
| Microsoft Windows 2000 Server | 9.1 TS1M0 | |
| Microsoft Windows 2000 Professional | 9.1 TS1M0 | |
| Microsoft Windows NT Workstation | 9.1 TS1M0 | |
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M0 | 9.2 TS1M0 |
| Microsoft Windows XP Professional | 9.1 TS1M0 | 9.2 TS1M0 |
| 64-bit Enabled AIX | 9.1 TS1M0 | 9.2 TS1M0 |
| 64-bit Enabled HP-UX | 9.1 TS1M0 | 9.2 TS1M0 |
| 64-bit Enabled Solaris | 9.1 TS1M0 | 9.2 TS1M0 |
| HP-UX IPF | 9.1 TS1M0 | 9.2 TS1M0 |
| Linux | 9.1 TS1M0 | 9.2 TS1M0 |
| OpenVMS Alpha | 9.1 TS1M0 | 9.2 TS1M0 |
| Tru64 UNIX | 9.1 TS1M0 | 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.
The test program illustrates how using the TIMELIST= option with CONFBAND= writes out incorrect survival and failure probabilites in the Product Limit Estimates table. For most results the survival and failure probabilities given do not obey survival = 1 - failure which is how the problem was diagnosed initially. The standard errors are incorrect but this is harder to verify. However, it is possible to see the correct values in the SURVIVAL OUT= data set and notice that some of the confidence band limits there are written in (at different times) in the Product Limit Estimates table which is the genesis of the problem.
options ls=80 ps=57 nodate number pageno=1 center;
ods select all;
ods trace off;
ods listing;
title1;
run;
data BMT;
input Group T Status @@;
datalines;
1 2081 0 1 1602 0 1 1496 0 1 1462 0 1 1433 0
1 1377 0 1 1330 0 1 996 0 1 226 0 1 1199 0
1 1111 0 1 530 0 1 1182 0 1 1167 0 1 418 1
1 383 1 1 276 1 1 104 1 1 609 1 1 172 1
1 487 1 1 662 1 1 194 1 1 230 1 1 526 1
1 122 1 1 129 1 1 74 1 1 122 1 1 86 1
1 466 1 1 192 1 1 109 1 1 55 1 1 1 1
1 107 1 1 110 1 1 332 1 2 2569 0 2 2506 0
2 2409 0 2 2218 0 2 1857 0 2 1829 0 2 1562 0
2 1470 0 2 1363 0 2 1030 0 2 860 0 2 1258 0
2 2246 0 2 1870 0 2 1799 0 2 1709 0 2 1674 0
2 1568 0 2 1527 0 2 1324 0 2 957 0 2 932 0
2 847 0 2 848 0 2 1850 0 2 1843 0 2 1535 0
2 1447 0 2 1384 0 2 414 1 2 2204 1 2 1063 1
2 481 1 2 105 1 2 641 1 2 390 1 2 288 1
2 421 1 2 79 1 2 748 1 2 486 1 2 48 1
2 272 1 2 1074 1 2 381 1 2 10 1 2 53 1
2 80 1 2 35 1 2 248 1 2 704 1 2 211 1
2 219 1 2 606 1 3 2640 0 3 2430 0 3 2252 0
3 2140 0 3 2133 0 3 1238 0 3 1631 0 3 2024 0
3 1345 0 3 1136 0 3 845 0 3 422 1 3 162 1
3 84 1 3 100 1 3 2 1 3 47 1 3 242 1
3 456 1 3 268 1 3 318 1 3 32 1 3 467 1
3 47 1 3 390 1 3 183 1 3 105 1 3 115 1
3 164 1 3 93 1 3 120 1 3 80 1 3 677 1
3 64 1 3 168 1 3 74 1 3 16 1 3 157 1
3 625 1 3 48 1 3 273 1 3 63 1 3 76 1
3 113 1 3 363 1
;
ods select ProductLimitEstimates(persist) Print(persist);
* Problem is here: *;
/***********************************/
/* LIFETEST stmt - TIMELIST option */
/* SURVIVAL stmt - CONFBAND option */
/***********************************/
proc lifetest data=BMT timelist=100 200 500;
time T * Status(0);
strata Group / notest;
survival out=OUT confband=hw; * SAS9.1 syntax *;
ods output ProductLimitEstimates=PLE;
title1 "TIMELIST & SURVIVAL stmt (CONFBAND option)";
title2 "most survival-failure-stderr estimates are incorrect here";
run;
proc print data=PLE;
by group;
id group;
title4 "PRINT of ProductLimitEstimates data set";
run;
proc print data=out;
by group;
id group;
format _numeric_ 6.4;
title4 "SURVIVAL OUT= data set";
run;
TIMELIST & SURVIVAL stmt (CONFBAND option) 1
most survival-failure-stderr estimates are incorrect here
The LIFETEST Procedure
Stratum 1: Group = 1
Product-Limit Survival Estimates
Survival
Standard Number Number
Timelist T Survival Failure Error Failed Left
100.000 86.00 0.4361 0.9763 0.0498 4 34
200.000 194.00 . . 0.0783 14 24
500.000 487.00 0.1976 0.6156 0.0815 21 16
TIMELIST & SURVIVAL stmt (CONFBAND option) 2
most survival-failure-stderr estimates are incorrect here
The LIFETEST Procedure
Stratum 2: Group = 2
Product-Limit Survival Estimates
Survival
Standard Number Number
Timelist T Survival Failure Error Failed Left
100.000 80.00 0.5296 0.9701 0.0428 6 48
200.000 105.00 0.5401 0.9591 0.0457 7 47
500.000 486.00 0.4343 0.7982 0.0642 18 36
TIMELIST & SURVIVAL stmt (CONFBAND option) 3
most survival-failure-stderr estimates are incorrect here
The LIFETEST Procedure
Stratum 3: Group = 3
Product-Limit Survival Estimates
Survival
Standard Number Number
Timelist T Survival Failure Error Failed Left
100.000 100.00 0.6889 0.3111 0.0690 14 31
200.000 183.00 0.2607 0.6492 0.0745 23 22
500.000 467.00 0.0960 0.4745 0.0676 32 13
TIMELIST & SURVIVAL stmt (CONFBAND option) 4
most survival-failure-stderr estimates are incorrect here
PRINT of ProductLimitEstimates data set
Group STRATUM Timelist T Censor Survival Failure StdErr Failed Left
1 1 100.000 86.00 0 0.4361 0.9763 0.0498 4 34
1 200.000 194.00 0 . . 0.0783 14 24
1 500.000 487.00 0 0.1976 0.6156 0.0815 21 16
2 2 100.000 80.00 0 0.5296 0.9701 0.0428 6 48
2 200.000 105.00 0 0.5401 0.9591 0.0457 7 47
2 500.000 486.00 0 0.4343 0.7982 0.0642 18 36
3 3 100.000 100.00 0 0.6889 0.3111 0.0690 14 31
3 200.000 183.00 0 0.2607 0.6492 0.0745 23 22
3 500.000 467.00 0 0.0960 0.4745 0.0676 32 13
TIMELIST & SURVIVAL stmt (CONFBAND option) 5
most survival-failure-stderr estimates are incorrect here
SURVIVAL OUT= data set
Group T _CENSOR_ SURVIVAL CONFTYPE SDF_LCL SDF_UCL HW_LCL HW_UCL STRATUM
1.0000 0.0000 . 1.0000 1.0000 1.0000 . . 1.0000
1.0000 0.0000 0.9737 LOGLOG 0.8275 0.9963 0.0000 1.0000 1.0000
55.000 0.0000 0.9474 LOGLOG 0.8056 0.9866 0.0236 0.9992 1.0000
74.000 0.0000 0.9211 LOGLOG 0.7749 0.9738 0.2358 0.9953 1.0000
86.000 0.0000 0.8947 LOGLOG 0.7434 0.9591 0.3733 0.9875 1.0000
104.00 0.0000 0.8684 LOGLOG 0.7123 0.9430 0.4361 0.9763 1.0000
107.00 0.0000 0.8421 LOGLOG 0.6819 0.9258 0.4629 0.9624 1.0000
109.00 0.0000 0.8158 LOGLOG 0.6521 0.9076 0.4712 0.9464 1.0000
110.00 0.0000 0.7895 LOGLOG 0.6229 0.8887 0.4693 0.9288 1.0000
122.00 0.0000 0.7368 LOGLOG 0.5661 0.8488 0.4487 0.8901 1.0000
129.00 0.0000 0.7105 LOGLOG 0.5385 0.8280 0.4336 0.8696 1.0000
172.00 0.0000 0.6842 LOGLOG 0.5115 0.8067 0.4166 0.8483 1.0000
192.00 0.0000 0.6579 LOGLOG 0.4848 0.7849 0.3982 0.8266 1.0000
194.00 0.0000 0.6316 LOGLOG 0.4586 0.7627 0.3787 0.8045 1.0000
226.00 1.0000 0.6316 . . . . 1.0000
230.00 0.0000 0.6041 LOGLOG 0.4313 0.7393 0.3571 0.7814 1.0000
276.00 0.0000 0.5767 LOGLOG 0.4046 0.7154 0.3350 0.7580 1.0000
332.00 0.0000 0.5492 LOGLOG 0.3783 0.6911 0.3124 0.7344 1.0000
383.00 0.0000 0.5217 LOGLOG 0.3525 0.6663 0.2896 0.7107 1.0000
418.00 0.0000 0.4943 LOGLOG 0.3273 0.6411 0.2666 0.6869 1.0000
466.00 0.0000 0.4668 LOGLOG 0.3025 0.6155 0.2435 0.6631 1.0000
487.00 0.0000 0.4394 LOGLOG 0.2782 0.5894 0.2205 0.6393 1.0000
526.00 0.0000 0.4119 LOGLOG 0.2544 0.5628 0.1976 0.6156 1.0000
530.00 1.0000 0.4119 . . . . 1.0000
609.00 0.0000 0.3825 LOGLOG 0.2289 0.5345 0.1724 0.5913 1.0000
662.00 0.0000 0.3531 LOGLOG 0.2041 0.5055 0.1477 0.5674 1.0000
996.00 1.0000 . . . . . 1.0000
1111.0 1.0000 . . . . . 1.0000
1167.0 1.0000 . . . . . 1.0000
1182.0 1.0000 . . . . . 1.0000
1199.0 1.0000 . . . . . 1.0000
1330.0 1.0000 . . . . . 1.0000
1377.0 1.0000 . . . . . 1.0000
1433.0 1.0000 . . . . . 1.0000
1462.0 1.0000 . . . . . 1.0000
1496.0 1.0000 . . . . . 1.0000
1602.0 1.0000 . . . . . 1.0000
2081.0 1.0000 . . . . . 1.0000
2.0000 0.0000 . 1.0000 1.0000 1.0000 . . 2.0000
10.000 0.0000 0.9815 LOGLOG 0.8757 0.9974 0.0000 1.0000 2.0000
35.000 0.0000 0.9630 LOGLOG 0.8599 0.9906 0.0026 0.9998 2.0000
48.000 0.0000 0.9444 LOGLOG 0.8376 0.9817 0.1786 0.9981 2.0000
53.000 0.0000 0.9259 LOGLOG 0.8146 0.9715 0.3622 0.9942 2.0000
79.000 0.0000 0.9074 LOGLOG 0.7917 0.9604 0.4576 0.9880 2.0000
80.000 0.0000 0.8889 LOGLOG 0.7693 0.9485 0.5057 0.9799 2.0000
105.00 0.0000 0.8704 LOGLOG 0.7472 0.9360 0.5296 0.9701 2.0000
TIMELIST & SURVIVAL stmt (CONFBAND option) 6
most survival-failure-stderr estimates are incorrect here
SURVIVAL OUT= data set
Group T _CENSOR_ SURVIVAL CONFTYPE SDF_LCL SDF_UCL HW_LCL HW_UCL STRATUM
2.0000 211.00 0.0000 0.8519 LOGLOG 0.7255 0.9230 0.5401 0.9591 2.0000
219.00 0.0000 0.8333 LOGLOG 0.7042 0.9096 0.5426 0.9471 2.0000
248.00 0.0000 0.8148 LOGLOG 0.6832 0.8958 0.5399 0.9342 2.0000
272.00 0.0000 0.7963 LOGLOG 0.6624 0.8816 0.5338 0.9207 2.0000
288.00 0.0000 0.7778 LOGLOG 0.6420 0.8672 0.5253 0.9065 2.0000
381.00 0.0000 0.7593 LOGLOG 0.6218 0.8524 0.5151 0.8920 2.0000
390.00 0.0000 0.7407 LOGLOG 0.6019 0.8375 0.5035 0.8770 2.0000
414.00 0.0000 0.7222 LOGLOG 0.5822 0.8222 0.4909 0.8617 2.0000
421.00 0.0000 0.7037 LOGLOG 0.5627 0.8068 0.4776 0.8461 2.0000
481.00 0.0000 0.6852 LOGLOG 0.5434 0.7911 0.4636 0.8303 2.0000
486.00 0.0000 0.6667 LOGLOG 0.5244 0.7752 0.4491 0.8143 2.0000
606.00 0.0000 0.6481 LOGLOG 0.5055 0.7591 0.4343 0.7982 2.0000
641.00 0.0000 0.6296 LOGLOG 0.4868 0.7428 0.4191 0.7818 2.0000
704.00 0.0000 0.6111 LOGLOG 0.4683 0.7264 0.4037 0.7654 2.0000
748.00 0.0000 0.5926 LOGLOG 0.4500 0.7097 0.3880 0.7489 2.0000
847.00 1.0000 0.5926 . . . . 2.0000
848.00 1.0000 0.5926 . . . . 2.0000
860.00 1.0000 0.5926 . . . . 2.0000
932.00 1.0000 0.5926 . . . . 2.0000
957.00 1.0000 0.5926 . . . . 2.0000
1030.0 1.0000 0.5926 . . . . 2.0000
1063.0 0.0000 0.5698 LOGLOG 0.4262 0.6901 0.3667 0.7296 2.0000
1074.0 0.0000 0.5470 LOGLOG 0.4029 0.6701 0.3452 0.7102 2.0000
1258.0 1.0000 0.5470 . . . . 2.0000
1324.0 1.0000 0.5470 . . . . 2.0000
1363.0 1.0000 0.5470 . . . . 2.0000
1384.0 1.0000 0.5470 . . . . 2.0000
1447.0 1.0000 0.5470 . . . . 2.0000
1470.0 1.0000 0.5470 . . . . 2.0000
1527.0 1.0000 0.5470 . . . . 2.0000
1535.0 1.0000 0.5470 . . . . 2.0000
1562.0 1.0000 0.5470 . . . . 2.0000
1568.0 1.0000 0.5470 . . . . 2.0000
1674.0 1.0000 0.5470 . . . . 2.0000
1709.0 1.0000 0.5470 . . . . 2.0000
1799.0 1.0000 0.5470 . . . . 2.0000
1829.0 1.0000 0.5470 . . . . 2.0000
1843.0 1.0000 0.5470 . . . . 2.0000
1850.0 1.0000 0.5470 . . . . 2.0000
1857.0 1.0000 0.5470 . . . . 2.0000
1870.0 1.0000 0.5470 . . . . 2.0000
2204.0 0.0000 0.4558 LOGLOG 0.2549 0.6366 0.1572 0.7164 2.0000
2218.0 1.0000 . . . . . 2.0000
2246.0 1.0000 . . . . . 2.0000
2409.0 1.0000 . . . . . 2.0000
2506.0 1.0000 . . . . . 2.0000
2569.0 1.0000 . . . . . 2.0000
TIMELIST & SURVIVAL stmt (CONFBAND option) 7
most survival-failure-stderr estimates are incorrect here
SURVIVAL OUT= data set
Group T _CENSOR_ SURVIVAL CONFTYPE SDF_LCL SDF_UCL HW_LCL HW_UCL STRATUM
3.0000 0.0000 . 1.0000 1.0000 1.0000 . . 3.0000
2.0000 0.0000 0.9778 LOGLOG 0.8525 0.9968 0.0000 1.0000 3.0000
16.000 0.0000 0.9556 LOGLOG 0.8338 0.9887 0.0088 0.9996 3.0000
32.000 0.0000 0.9333 LOGLOG 0.8074 0.9780 0.2049 0.9970 3.0000
47.000 0.0000 0.8889 LOGLOG 0.7534 0.9522 0.4449 0.9830 3.0000
48.000 0.0000 0.8667 LOGLOG 0.7271 0.9378 0.4826 0.9723 3.0000
63.000 0.0000 0.8444 LOGLOG 0.7012 0.9226 0.4990 0.9597 3.0000
64.000 0.0000 0.8222 LOGLOG 0.6758 0.9068 0.5036 0.9457 3.0000
74.000 0.0000 0.8000 LOGLOG 0.6509 0.8905 0.5009 0.9305 3.0000
76.000 0.0000 0.7778 LOGLOG 0.6264 0.8737 0.4937 0.9144 3.0000
80.000 0.0000 0.7556 LOGLOG 0.6022 0.8565 0.4833 0.8976 3.0000
84.000 0.0000 0.7333 LOGLOG 0.5785 0.8388 0.4708 0.8801 3.0000
93.000 0.0000 0.7111 LOGLOG 0.5551 0.8208 0.4566 0.8622 3.0000
100.00 0.0000 0.6889 LOGLOG 0.5320 0.8025 0.4413 0.8439 3.0000
105.00 0.0000 0.6667 LOGLOG 0.5092 0.7838 0.4250 0.8252 3.0000
113.00 0.0000 0.6444 LOGLOG 0.4867 0.7648 0.4081 0.8062 3.0000
115.00 0.0000 0.6222 LOGLOG 0.4646 0.7455 0.3906 0.7870 3.0000
120.00 0.0000 0.6000 LOGLOG 0.4427 0.7260 0.3727 0.7677 3.0000
157.00 0.0000 0.5778 LOGLOG 0.4211 0.7061 0.3545 0.7481 3.0000
162.00 0.0000 0.5556 LOGLOG 0.3998 0.6860 0.3360 0.7285 3.0000
164.00 0.0000 0.5333 LOGLOG 0.3787 0.6657 0.3173 0.7087 3.0000
168.00 0.0000 0.5111 LOGLOG 0.3579 0.6450 0.2985 0.6889 3.0000
183.00 0.0000 0.4889 LOGLOG 0.3374 0.6241 0.2796 0.6690 3.0000
242.00 0.0000 0.4667 LOGLOG 0.3172 0.6030 0.2607 0.6492 3.0000
268.00 0.0000 0.4444 LOGLOG 0.2972 0.5816 0.2418 0.6293 3.0000
273.00 0.0000 0.4222 LOGLOG 0.2776 0.5599 0.2229 0.6094 3.0000
318.00 0.0000 0.4000 LOGLOG 0.2582 0.5379 0.2041 0.5896 3.0000
363.00 0.0000 0.3778 LOGLOG 0.2391 0.5157 0.1854 0.5699 3.0000
390.00 0.0000 0.3556 LOGLOG 0.2203 0.4932 0.1669 0.5503 3.0000
422.00 0.0000 0.3333 LOGLOG 0.2018 0.4704 0.1486 0.5309 3.0000
456.00 0.0000 0.3111 LOGLOG 0.1837 0.4473 0.1306 0.5118 3.0000
467.00 0.0000 0.2889 LOGLOG 0.1659 0.4238 0.1131 0.4929 3.0000
625.00 0.0000 0.2667 LOGLOG 0.1485 0.4001 0.0960 0.4745 3.0000
677.00 0.0000 0.2444 LOGLOG 0.1315 0.3759 0.0795 0.4566 3.0000
845.00 1.0000 . . . . . 3.0000
1136.0 1.0000 . . . . . 3.0000
1238.0 1.0000 . . . . . 3.0000
1345.0 1.0000 . . . . . 3.0000
1631.0 1.0000 . . . . . 3.0000
2024.0 1.0000 . . . . . 3.0000
2133.0 1.0000 . . . . . 3.0000
2140.0 1.0000 . . . . . 3.0000
2252.0 1.0000 . . . . . 3.0000
2430.0 1.0000 . . . . . 3.0000
2640.0 1.0000 . . . . . 3.0000
Using the TIMELIST= option in conjunction with the CONFBAND= option gives incorrect survival, failure and standard error estimates in the Product Limit Estimates table.
| Type: | Problem Note |
| Priority: | medium |
| Topic: | SAS Reference ==> Procedures ==> LIFETEST
Analytics ==> Survival Analysis
|
| Date Modified: | 2008-10-27 12:44:14 |
| Date Created: | 2008-10-03 22:19:54 |
