## Computational Method

By default, the LIFEREG Procedure computes initial values
for the parameters using ordinary least squares (OLS) ignoring
censoring. This might not be the best set of starting values
for a given set of data. For example, if there are extreme values
in your data the OLS fit may be excessively influenced by the
extreme observations, causing an overflow or convergence problems.
See Example 36.3 for one way to deal with
convergence problems.
You can specify the INITIAL= option in the MODEL statement to
override these starting values. You can also specify the INITIAL=,
SCALE=, and SHAPE= options to set initial values of the intercept,
scale, and shape parameters.

The rank of the design matrix **X** is estimated
before the model is fit.
Columns of **X** that are judged linearly dependent on
other columns have the corresponding parameters set to zero.
The test for linear dependence is controlled
by the SINGULAR= option in the MODEL statement.
Variables are included in the model in the order
in which they are listed
in the MODEL statement with the nonclass variables
included in the model before any class variables.

The log-likelihood function is maximized by means
of a ridge-stabilized Newton-Raphson algorithm.
The maximized value of the log-likelihood can take
positive or negative values, depending on the specified model
and the values of the maximum likelihood estimates of the
model parameters.

A composite chi-square test statistic is computed
for each class variable, testing whether there is
any effect from any of the levels of the variable.
This statistic is computed as a quadratic form in the
appropriate parameter estimates using the corresponding
submatrix of the asymptotic covariance matrix estimate.
The asymptotic covariance matrix is computed as
the inverse of the observed information matrix.
Note that if the NOINT option is specified and
class variables are used, the first class variable
contains a contribution from an intercept term.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.