Dan,

You've solved my problem, an idiotic mistake of my own making: the _DIST_ should be "Weibull" instead of "WEIBULL".

Thanks a lot.

Susie CY Li

On Wed, Aug 17, 2011 at 8:15 PM, Nordlund, Dan (DSHS/RDA) < NordlDJ@dshs.wa.gov> wrote:

> > -----Original Message----- > > From: SAS(r) Discussion [mailto:SAS-L@LISTSERV.UGA.EDU] On Behalf Of > > Chung Y. Li > > Sent: Wednesday, August 17, 2011 4:48 PM > > To: SAS-L@LISTSERV.UGA.EDU > > Subject: Why did my Proc Lifereg predicted all zero survival > > probabilities > > > > 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 > > ; > > Susie, > > Without a reproducible example, it is kind of hard to play along. But, the > first thing I would look at is the value of _dist_ in your estimator > dataset. Is it ever equal to "EXPONENT" OR _DIST_="WEIBULL" (all caps, > exact spelling)? > > Dan > > Daniel J. Nordlund > Washington State Department of Social and Health Services > Planning, Performance, and Accountability > Research and Data Analysis Division > Olympia, WA 98504-5204 >