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Problem Note 69466: The LIFEREG procedure produces incorrect results when certain normal priors are specified in the BAYES statement

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PROC LIFEREG generates incorrect results under the following conditions:

  • You specify the COEFFPRIOR=NORMAL(INPUT=SAS-data-set) option in the BAYES statement.
  • The INPUT= data set specifies independent normal prior variances in observations where _TYPE_='VAR'.

In this scenario, incorrect results are produced in several places, including the posterior summaries, the posterior sample, and in the OUTPOST= data set.

To circumvent this issue, create observations in the INPUT= data set where _TYPE_='COV' and the off-diagonal elements are zero.

For example, the following INPUT= data set contains the means and variances of the normal prior:

data Prior;
  input _Type_ $ Intercept trtH trtL trtP;
  datalines;
Mean 10 20 30 40
Var 1e4 2e4 3e4 4e4
;
run;

In the code above, you can circumvent incorrect results by creating the INPUT= data set using _TYPE_='COV' instead of _TYPE_='VAR', as shown below:

data Prior;
  input _Type_ $ Intercept trtH trtL trtP;
  datalines;
Mean 10 20 30 40
Cov 1e4  0   0   0
Cov 0  2e4   0   0
Cov 0    0 3e4   0
Cov 0    0   0 4e4
;
run;

Click the Hot Fix tab in this note to access the hot fix for this issue.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/STATMicrosoft Windows Server 2012 Std9.215.39.4 TS1M8
Microsoft Windows Server 2012 R2 Std9.215.39.4 TS1M8
Microsoft Windows Server 2012 R2 Datacenter9.215.39.4 TS1M8
Microsoft Windows Server 2012 Datacenter9.215.39.4 TS1M8
Microsoft Windows Server 2008 for x649.215.39.4 TS1M8
Microsoft Windows Server 2008 R29.215.39.4 TS1M8
Microsoft Windows Server 20089.215.39.4 TS1M8
Microsoft Windows Server 2003 for x649.2
Microsoft Windows Server 2003 Standard Edition9.2
Microsoft Windows Server 2003 Enterprise Edition9.2
Microsoft Windows Server 2003 Datacenter Edition9.2
Microsoft Windows NT Workstation9.2
Microsoft Windows 2000 Professional9.2
Microsoft Windows 2000 Server9.2
Microsoft Windows 2000 Datacenter Server9.2
Microsoft Windows 2000 Advanced Server9.2
Microsoft Windows 95/989.2
Microsoft Windows 119.215.39.4 TS1M8
Microsoft Windows 109.215.39.4 TS1M8
Microsoft Windows 8.1 Pro x649.215.39.4 TS1M8
Microsoft Windows 8.1 Pro 32-bit9.215.39.4 TS1M8
Microsoft Windows 8.1 Enterprise x649.215.39.4 TS1M8
Microsoft Windows 8.1 Enterprise 32-bit9.215.39.4 TS1M8
Microsoft Windows 8 Pro x649.215.39.4 TS1M8
Microsoft Windows 8 Pro 32-bit9.215.39.4 TS1M8
Microsoft Windows 8 Enterprise x649.215.39.4 TS1M8
Microsoft Windows 8 Enterprise 32-bit9.215.39.4 TS1M8
Microsoft® Windows® for x649.215.39.4 TS1M8
Microsoft Windows XP 64-bit Edition9.2
Microsoft Windows Server 2003 Enterprise 64-bit Edition9.2
Microsoft Windows Server 2003 Datacenter 64-bit Edition9.2
Microsoft® Windows® for 64-Bit Itanium-based Systems9.2
z/OS9.215.39.4 TS1M8
Microsoft Windows Server 20169.215.39.4 TS1M8
Microsoft Windows Server 20199.215.39.4 TS1M8
Microsoft Windows Server 20229.215.39.4 TS1M8
Microsoft Windows XP Professional9.2
Windows 7 Enterprise 32 bit9.215.39.4 TS1M8
Windows 7 Enterprise x649.215.39.4 TS1M8
Windows 7 Home Premium 32 bit9.215.39.4 TS1M8
Windows 7 Home Premium x649.215.39.4 TS1M8
Windows 7 Professional 32 bit9.215.39.4 TS1M8
Windows 7 Professional x649.215.39.4 TS1M8
Windows 7 Ultimate 32 bit9.215.39.4 TS1M8
Windows 7 Ultimate x649.215.39.4 TS1M8
Windows Millennium Edition (Me)9.2
Windows Vista9.2
Windows Vista for x649.2
64-bit Enabled AIX9.215.39.4 TS1M8
64-bit Enabled HP-UX9.215.39.4 TS1M8
64-bit Enabled Solaris9.215.39.4 TS1M8
HP-UX IPF9.215.39.4 TS1M8
Linux9.215.39.4 TS1M8
Linux for x649.215.39.4 TS1M8
OpenVMS on HP Integrity9.215.39.4 TS1M8
Solaris for x649.215.39.4 TS1M8
* 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.