The LIFEREG Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesModel SpecificationComputational MethodSupported DistributionsPredicted ValuesConfidence IntervalsFit StatisticsProbability PlottingINEST= Data SetOUTEST= Data SetXDATA= Data SetComputational ResourcesBayesian AnalysisDisplayed Output for Classical AnalysisDisplayed Output for Bayesian AnalysisODS Table NamesODS Graphics
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ExamplesMotorette FailureComputing Predicted Values for a Tobit ModelOvercoming Convergence Problems by Specifying Initial ValuesAnalysis of Arbitrarily Censored Data with Interaction EffectsProbability Plotting—Right CensoringProbability Plotting—Arbitrary CensoringBayesian Analysis of Clinical Trial DataModel Postfitting Analysis
- References
Computational Resources
Let p be the number of parameters estimated in the model. The minimum working space (in bytes) needed is
![\[ 16p^2 + 100p \]](images/statug_lifereg0299.png){kind=small} |
However, if sufficient space is available, the input data set is also kept in memory; otherwise, the input data set is reread for each evaluation of the likelihood function and its derivatives, with the resulting execution time of the procedure substantially increased.
Let n be the number of observations used in the model estimation. Each evaluation of the likelihood function and its first and
second derivatives requires 
multiplications and additions, n individual function evaluations for the log density or log distribution function, and n evaluations of the first and second derivatives of the function. The calculation of each updating step from the gradient
and Hessian requires 
multiplications and additions. The 
notation means that, for large values of the argument, v, is approximately a constant times v.