Problem Note 8493: Incorrect output is produced when using the THRESHOLD option in PROC
RELIABILITY
The RELIABILITY procedure allows a fixed threshold, g, to be specified
for the Weibull, lognormal, and loglogistic distributions.
The procedure computes estimates for the distribution parameters using
Y = T - g as the response data, instead of the original lifetimes T.
The parameter estimates for the distribution of Y are computed and
reported correctly. However, some statistics that are reported on the
scale of Y should be reported on the scale of T instead. Statistics
describing the distribution location should be reported on the scale of
the original data T, instead of the shifted data Y.
Specifically, the following statistics are reported incorrectly:
ANALYZE, PROBPLOT, RELATIONPLOT statements:
-Mean, Mode, Median, distribution percentiles and confidence limits
MODEL statement:
-Quantiles produced with the OBSTATS option
The correct value for each of the statistics above is the reported value
plus the threshold value g.
In addition, survival function estimates created with the SURVTIME=
options in the ANALYZE, PROBPLOT, and RELATIONPLOT statements assume a
survival time on the scale of Y instead of T and will lead to incorrect
results if the requested survival times are specified in terms of the
original data T. Also, survival function estimates created with the
OBSTATS(SURVIVAL) option on the MODEL statement do not account for the
threshold parameter and are incorrect.
Probability plots and relation plots created with the PROBPLOT and
RELATIONPLOT statements must use Y as the lifetime variable and are
correct.
Operating System and Release Information
| SAS System | SAS/QC | Microsoft Windows 95/98 | 8 TS M0 | |
| Microsoft Windows NT Workstation | 8 TS M0 | |
| Solaris | 8 TS M0 | 9.1 TSD1 |
| 64-bit Enabled Solaris | 8 TS M0 | 9.1 TSD1 |
| OS/2 | 8 TS M0 | |
| z/OS | 8 TS M0 | 9.1 TSD1 |
| CMS | 8 TS M0 | |
| HP-UX | 8 TS M0 | 9.1 TSD1 |
| 64-bit Enabled HP-UX | 8 TS M0 | 9.1 TSD1 |
| OpenVMS VAX | 8 TS M0 | 9.1 TSD1 |
| OpenVMS Alpha | 8 TS M0 | 9.1 TSD1 |
| Tru64 UNIX | 8 TS M0 | 9.1 TSD1 |
*
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 ==> Reliability Analysis SAS Reference ==> Procedures ==> RELIABILITY
|
| Date Modified: | 2002-10-16 13:51:19 |
| Date Created: | 2002-09-18 20:38:38 |