The LIFETEST procedure saves incorrect Hall-Wellner confidence bands in the OUTSURV= data set when you specify the TIMELIST= and REDUCEOUT options


Incorrect Hall-Wellner confidence bands are saved in the OUTSURV= data set when you specify the CONFBAND=HW, TIMELIST= , and REDUCEOUT options in the PROC LIFETEST statement.

Workaround

This example demonstrates how to create a correct OUTSURV= data set that contains only those observations that are included in the TIMELIST= option. 

1. You must submit PROC LIFETEST twice and create a different OUTSURV= data set each time. 

2. In one submission, you must specify the REDUCEOUT option. And you must omit the option in the other submission:

proc lifetest data=dset confband=hw timelist=1 2 3 4 5 outsurv=A reduceout;
  time t * status(0); 
run;
proc lifetest data=dset confband=hw timelist=1 2 3 4 5 outsurv=B;
  time t * status(0); 
run;

3. Write a DATA step with MERGE and BY statements to combine the OUTSURV= data sets.

4. Specify the TIME variable in the BY statement and specify the IN= data set option for the reduced OUTSURV= data set.

5. Keep only the observations specified in the TIMELIST= option by using a subetting IF statement as follows:

data C;
  merge A(in=a) B;
  by t;
  if a;
run;