proc lifereg output by levels

desireatem — Wed, 22 Apr 2015 17:08:30 GMT

I wish to know why the ooutput for the lifereg procedure starts from ni=3 not ni=1??

DATA test;

one = 1;

beta0 = 1.0;

beta1 = 0.75;

beta2 = -.5;

errsd = 1;

seed = -1;

n=1;

do while (n le 200);

ni=1;

do while (ni le 10);

z = abs(normal(6));

error = rannor(seed);

time = ni;

test=7*ranuni(seed)+1; /** uniform (1,8) */;

m1=min(time, test);

m2=max(0,time-test);

olf = (test le time);

y = beta0*z + beta1*m1 +beta2*m2 + errsd*error;

output test;

ni+1;

end;

n+1;

end;

proc sort data=test;

by ni;

run;

proc lifereg data=test outest=a_1;

class ni;

model (m1, m2) = Z/D=WEIBULL;

output out=b_1 xbeta=lp;

ods output ParameterEstimates=Para;

by ni;

run;

ods trace off;

OUTPUT

The SAS System

The LIFEREG Procedure

ni=3

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	10
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	10
Number of Parameters	3
Incorrectly Specified Response Values	190
Name of Distribution	Weibull
Log Likelihood	-2.99367E-11

Number of Observations Read	200
Number of Observations Used	10

ni=3

ni	1	3

-2 Log Likelihood	0.000
AIC (smaller is better)	6.000
AICC (smaller is better)	10.000
BIC (smaller is better)	6.908

-2 Log Likelihood	0.000
Weibull AIC (smaller is better)	6.000
Weibull AICC (smaller is better)	10.000
Weibull BIC (smaller is better)	6.908

WARNING: Negative of Hessian not positive definite.

Intercept	1	0.3219	131.9364	-258.269	258.9126	0.00	0.9981
z	1	-0.0162	137.7813	-270.063	270.0301	0.00	0.9999
Scale	0	0.0005	0.0000	0.0005	0.0005
Weibull Shape	0	2026.046	0.0000	2026.046	2026.046

The SAS System

The LIFEREG Procedure

ni=4

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	36
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	36
Number of Parameters	3
Incorrectly Specified Response Values	164
Name of Distribution	Weibull
Log Likelihood	-0.001373412

Number of Observations Read	200
Number of Observations Used	36

ni=4

ni	1	4

-2 Log Likelihood	0.003
AIC (smaller is better)	6.003
AICC (smaller is better)	6.753
BIC (smaller is better)	10.753

-2 Log Likelihood	0.003
Weibull AIC (smaller is better)	6.003
Weibull AICC (smaller is better)	6.753
Weibull BIC (smaller is better)	10.753

WARNING: Negative of Hessian not positive definite.

Intercept	1	0.7619	0.0198	0.7230	0.8007	1476.79	<.0001
z	0	-0.1200	0.0000	-0.1200	-0.1200	.	.
Scale	0	0.0007	0.0000	0.0007	0.0007
Weibull Shape	0	1361.096	0.0000	1361.096	1361.096

The SAS System

The LIFEREG Procedure

ni=5

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	41
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	41
Number of Parameters	3
Incorrectly Specified Response Values	159
Name of Distribution	Weibull
Log Likelihood	-1.036003E-6

Number of Observations Read	200
Number of Observations Used	41

ni=5

ni	1	5

-2 Log Likelihood	0.000
AIC (smaller is better)	6.000
AICC (smaller is better)	6.649
BIC (smaller is better)	11.141

-2 Log Likelihood	0.000
Weibull AIC (smaller is better)	6.000
Weibull AICC (smaller is better)	6.649
Weibull BIC (smaller is better)	11.141

WARNING: Negative of Hessian not positive definite.

Intercept	1	0.8950	4.3288	-7.5893	9.3792	0.04	0.8362
z	1	0.0176	3.0635	-5.9867	6.0219	0.00	0.9954
Scale	0	0.0009	0.0000	0.0009	0.0009
Weibull Shape	0	1105.740	0.0000	1105.740	1105.740

The SAS System

The LIFEREG Procedure

ni=6

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	71
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	71
Number of Parameters	3
Incorrectly Specified Response Values	129
Name of Distribution	Weibull
Log Likelihood	-0.277627275

Number of Observations Read	200
Number of Observations Used	71

ni=6

ni	1	6

-2 Log Likelihood	0.555
AIC (smaller is better)	6.555
AICC (smaller is better)	6.913
BIC (smaller is better)	13.343

-2 Log Likelihood	0.555
Weibull AIC (smaller is better)	6.555
Weibull AICC (smaller is better)	6.913
Weibull BIC (smaller is better)	13.343

WARNING: Negative of Hessian not positive definite.

Intercept	1	1.1242	0.0609	1.0048	1.2436	340.70	<.0001
z	1	-0.0304	0.0575	-0.1432	0.0823	0.28	0.5967
Scale	0	0.0011	0.0000	0.0011	0.0011
Weibull Shape	0	886.1177	0.0000	886.1177	886.1177

The SAS System

The LIFEREG Procedure

ni=7

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	65
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	65
Number of Parameters	3
Incorrectly Specified Response Values	135
Name of Distribution	Weibull
Log Likelihood	-0.002267799

Number of Observations Read	200
Number of Observations Used	65

ni=7

ni	1	7

-2 Log Likelihood	0.005
AIC (smaller is better)	6.005
AICC (smaller is better)	6.398
BIC (smaller is better)	12.528

-2 Log Likelihood	0.005
Weibull AIC (smaller is better)	6.005
Weibull AICC (smaller is better)	6.398
Weibull BIC (smaller is better)	12.528

WARNING: Negative of Hessian not positive definite.

Intercept	1	1.2617	0.2905	0.6924	1.8311	18.86	<.0001
z	1	-0.0235	0.1332	-0.2846	0.2376	0.03	0.8600
Scale	0	0.0012	0.0000	0.0012	0.0012
Weibull Shape	0	849.3206	0.0000	849.3206	849.3206

The SAS System

The LIFEREG Procedure

ni=8

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	102
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	102
Number of Parameters	3
Incorrectly Specified Response Values	98
Name of Distribution	Weibull
Log Likelihood	-2.161598446

Number of Observations Read	200
Number of Observations Used	102

ni=8

ni	1	8

-2 Log Likelihood	4.323
AIC (smaller is better)	10.323
AICC (smaller is better)	10.568
BIC (smaller is better)	18.198

-2 Log Likelihood	4.323
Weibull AIC (smaller is better)	10.323
Weibull AICC (smaller is better)	10.568
Weibull BIC (smaller is better)	18.198

WARNING: Negative of Hessian not positive definite.

Intercept	1	1.3908	0.0034	1.3841	1.3974	167729	<.0001
z	1	-0.0106	0.0068	-0.0239	0.0026	2.48	0.1152
Scale	0	0.0013	0.0000	0.0013	0.0013
Weibull Shape	0	745.8939	0.0000	745.8939	745.8939

The SAS System

The LIFEREG Procedure

ni=9

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	91
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	91
Number of Parameters	3
Incorrectly Specified Response Values	109
Name of Distribution	Weibull
Log Likelihood	-0.003588214

Number of Observations Read	200
Number of Observations Used	91

ni=9

ni	1	9

-2 Log Likelihood	0.007
AIC (smaller is better)	6.007
AICC (smaller is better)	6.283
BIC (smaller is better)	13.540

-2 Log Likelihood	0.007
Weibull AIC (smaller is better)	6.007
Weibull AICC (smaller is better)	6.283
Weibull BIC (smaller is better)	13.540

WARNING: Negative of Hessian not positive definite.

Intercept	1	1.5388	0.5241	0.5116	2.5659	8.62	0.0033
z	1	-0.0343	0.2623	-0.5483	0.4798	0.02	0.8961
Scale	0	0.0014	0.0000	0.0014	0.0014
Weibull Shape	0	698.0350	0.0000	698.0350	698.0350

The SAS System

The LIFEREG Procedure

ni=10

Data Set	WORK.TEST
Dependent Variable	Log(m1)
Dependent Variable	Log(m2)
Number of Observations	103
Noncensored Values	0
Right Censored Values	0
Left Censored Values	0
Interval Censored Values	103
Number of Parameters	3
Incorrectly Specified Response Values	97
Name of Distribution	Weibull
Log Likelihood	-0.036363918

Number of Observations Read	200
Number of Observations Used	103

ni=10

ni	1	10

-2 Log Likelihood	0.073
AIC (smaller is better)	6.073
AICC (smaller is better)	6.315
BIC (smaller is better)	13.977

-2 Log Likelihood	0.073
Weibull AIC (smaller is better)	6.073
Weibull AICC (smaller is better)	6.315
Weibull BIC (smaller is better)	13.977

WARNING: Negative of Hessian not positive definite.

Intercept	1	1.6257	0.0186	1.5892	1.6622	7620.20	<.0001
z	1	-0.0445	0.0321	-0.1075	0.0184	1.92	0.1656
Scale	0	0.0015	0.0000	0.0015	0.0015
Weibull Shape	0	661.4704	0.0000	661.4704	661.4704

Re: proc lifereg output by levels

SteveDenham — Wed, 22 Apr 2015 17:45:29 GMT

According to the log, there are no valid observations for the variable m1 for ni=1 and ni=2. Thus, your output, as it is by ni, starts with ni=3. Just on a guess, I would surmise that your data has m1 (the initial time) greater than m2 (the final time) for these two variables, hence it returns the error message.

Steve Denham

Re: proc lifereg output by levels

desireatem — Wed, 22 Apr 2015 20:27:23 GMT

Thank you SteveDenham,

I wish to ask there is a way to simulate the data such that, there is valid observations for the variable m1 for ni=1 and ni=2?

Thank you

Re: proc lifereg output by levels

SteveDenham — Fri, 24 Apr 2015 12:45:38 GMT

Well, you have to guarantee that m2>m1, so the calculations:

m1=min(time, test);

m2=max(0,time-test);

have to return valid numbers from time and test. Certainly m2 needs to be changed so that it gives reasonable values when time (ni) is small, as time-test is liable to be less than 0.

Steve Denham

topic Re: proc lifereg output by levels in SAS Programming

proc lifereg output by levels

Re: proc lifereg output by levels

Re: proc lifereg output by levels

Re: proc lifereg output by levels