Problem Note 59917: Lagakos and deviance residuals are incorrect for left-censored observations in PROC ICPHREG
If you specify the RESDEV= or RESLAG= options in OUTPUT statement in PROC ICPHREG, the Lagakos and deviance residuals are incorrect for left-censored observations.
To circumvent the problem, you can add a very small number to the lower value for the left-censored observations. For example, if a left-censored observation is (0,5), then use (1e-8, 5) instead. The procedure recognizes the observation as being interval-censored and performs the correct calculation of the Lagakos and deviance residuals. Since the modified left boundary value is so close to zero, the result is a very accurate approximation.
Operating System and Release Information
| SAS System | SAS/STAT | Microsoft Windows 8.1 Pro 32-bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8.1 Enterprise x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8.1 Enterprise 32-bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8 Pro x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8 Pro 32-bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8 Enterprise x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8 Enterprise 32-bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft® Windows® for x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| z/OS 64-bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| z/OS | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 8.1 Pro x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows 10 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2008 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2008 R2 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2008 for x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2012 Datacenter | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2012 R2 Datacenter | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2012 R2 Std | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Microsoft Windows Server 2012 Std | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Enterprise 32 bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Enterprise x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Home Premium 32 bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Home Premium x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Professional 32 bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Professional x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Ultimate 32 bit | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Windows 7 Ultimate x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| 64-bit Enabled AIX | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| 64-bit Enabled Solaris | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| HP-UX IPF | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Linux for x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
| Solaris for x64 | 14.1 | 14.3 | 9.4 TS1M3 | 9.4 TS1M5 |
*
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.
PROC ICPHREG reports incorrect Lagakos and deviance residuals for left-censored observations.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Survival Analysis
SAS Reference ==> Procedures ==> ICPHREG
|
| Date Modified: | 2018-01-09 12:21:44 |
| Date Created: | 2017-02-08 09:48:18 |
