The LIFEREG Procedure

The following statements create a SAS data set containing observed and right-censored lifetimes of 70 diesel engine fans (Nelson, 1982):

data Fan;
   input Lifetime Censor@@;
   Lifetime = Lifetime / 1000;
   datalines;
 450 0    460 1   1150 0   1150 0   1560 1
1600 0   1660 1   1850 1   1850 1   1850 1
1850 1   1850 1   2030 1   2030 1   2030 1
2070 0   2070 0   2080 0   2200 1   3000 1
3000 1   3000 1   3000 1   3100 0   3200 1
3450 0   3750 1   3750 1   4150 1   4150 1
4150 1   4150 1   4300 1   4300 1   4300 1
4300 1   4600 0   4850 1   4850 1   4850 1
4850 1   5000 1   5000 1   5000 1   6100 1
6100 0   6100 1   6100 1   6300 1   6450 1
6450 1   6700 1   7450 1   7800 1   7800 1
8100 1   8100 1   8200 1   8500 1   8500 1
8500 1   8750 1   8750 0   8750 1   9400 1
9900 1  10100 1  10100 1  10100 1  11500 1
;

Some of the fans had not failed at the time the data were collected, and the unfailed units have right-censored lifetimes. The variable LIFETIME represents either a failure time or a censoring time, in thousands of hours. The variable CENSOR is equal to 0 if the value of LIFETIME is a failure time, and it is equal to 1 if the value is a censoring time. The following statements use the LIFEREG procedure to produce the probability plot with an inset for the engine lifetimes:

ods graphics on;
proc lifereg data=Fan;
   model Lifetime*Censor( 1 ) = / d = Weibull;
   probplot
   ppout
   npintervals=simul;
   inset;
run;
ods graphics off;

The resulting graphical output is shown in Output 55.5.1. The estimated CDF, a line representing the maximum likelihood fit, and pointwise parametric confidence bands are plotted in the body of Output 55.5.1. The values of right-censored observations are plotted along the bottom of the graph. The “Cumulative Probability Estimates” table is also created in Output 55.5.2.

Output 55.5.1: Probability Plot for the Fan Data