I checked support SAS website and found this: Problem Note 36073: ADJUST=DUNNETT DIFF=CONTROL multiple comparisons may not converge in PROC LIFETEST "The Dunnett-Hsu approximation depends on an iterative algorithm to approximate the covariance matrix. In the k-sample tests scenario, the covariance matrix is singular, which causes problems with the iterative algorithm. To circumvent the problem, use ADJUST=SIMULATE." Should it be ok then to use SIMULATE? Do you recommend any documents that I can look at?
... View more