Problem Note 35972: Turnbull Algorithm Fails to Iterate for Times > 1000
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The Turnbull algorithm of PROC LIFEREG (SAS/STAT) and PROC RELIABILITY (SAS/QC) may fail to iterate for interval censored data when there are time values that exceed 1000 in the data.
In PROC LIFEREG the Turnbull algorithm is invoked when the MODEL (lower, upper)= syntax and the PROBPLOT statement are both present. In PROC RELIABILITY the Turnbull algorithm is invoked by the ANALYZE (lower upper) syntax and/or the PROBPLOT (lower upper) syntax. The ANALYZE statement performs the same analysis as the PROBPLOT statement but does not produce any plots.
LIFEREG may produce a WARNING message in the log file like:
WARNING: The Turnbull algorithm for the estimation of the cumulative distribution function did not go through any iteration because of improper initial values. You can either change the initial values or use the default initial values.
RELIABILITY may produce an ERROR message in the log file like:
ERROR: The Turnbull algorithm failed to iterate. The most likely cause is invalid zero initial probability values.
This problem involves the numerical accuracy of internal calculations, so different behaviors might occur on different platforms. However, in general, it is felt that the problem will not occur on 64-bit operating systems.
A potential circumvention is to scale the data to smaller values (lifetimes < 1000).
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/STAT | z/OS | 9.1 TS1M3 | 9.2 TS2M2 |
| Windows Vista | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows XP Professional | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows NT Workstation | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Professional | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M3 | |||
| SAS System | SAS/QC | z/OS | 9.1 TS1M3 | 9.2 TS2M2 |
| Windows Vista | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows XP Professional | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M3 | 9.2 TS2M2 | ||
| Microsoft Windows NT Workstation | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Professional | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M3 | |||
| Type: | Problem Note |
| Priority: | medium |
| Topic: | Analytics ==> Reliability Analysis Analytics ==> Survival Analysis |
| Date Modified: | 2009-05-20 10:34:16 |
| Date Created: | 2009-05-19 15:04:35 |