Date:         Wed, 17 Aug 2011 19:47:44 -0400
Reply-To:     "Chung Y. Li" <li.chungying@GMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         "Chung Y. Li" <li.chungying@GMAIL.COM>
Subject:      Why did my Proc Lifereg predicted all zero survival probabilities
Content-Type: text/plain; charset=ISO-8859-1

Hi,

I am building a customer attrition model using PROC LIFEREG, then a
prediction macro to predict the survival probabilities of the customers in
the validation dataset at each time.  I ended up getting all zeros predicted
probabilities, even at time=0 (see below).  Could you help me to find out
what is wrong with my code?

Susie C Y Li

proc lifereg data=append outest=estimator;
class state managed;
model time*censor(0)= age Asset product / dist=weibull;
 output out=predicted_S xbeta=lp control=use;
title "Attrition model using LIFEREG";
run;

*Use the predict macro to score each customer's survival probability in the
validation dataset (use=1);

%macro predict(outest=,out=_last_,xbeta=,time=);
Data _pred_;
_p_=1;
set &outest (keep=_dist_ _scale_ ) point=_p_;
 set &out;
lp=&xbeta;
t=&time;
 gamma=1/_scale_;
alpha=exp(-lp*gamma);
 prob=0;
if _dist_="EXPONENT" OR _DIST_="WEIBULL"
then prob=exp(-alpha*t**gamma);
 drop lp gamma alpha _dist_ _scale_;
run;
%mend predict;

%predict(outest=estimator,out=predicted_S,xbeta=lp,time=0);

* output dataset _pred_:

ID time censor age H_asset product Managed State use _PROB_ t prob

100353 18 0 81 060962 3 0 CA 1 0.5 0 0
100359 18 0 82 113017 5 0 CA 1 0.5 0 0
121235 3 1 88 092768 3 0 CA 1 0.5 0 0
125147 9 1 91 395 2 0 CA   1 0.5 0 0
;