The likelihood equation for a logistic regression model does not always have a finite solution. Sometimes there is a nonunique maximum on the boundary of the parameter space, at infinity. The existence, finiteness, and uniqueness of pseudoestimates for the logistic regression model depend on the patterns of data points in the observation space (Albert and Anderson, 1984; Santner and Duffy, 1986).
Consider a binary response model. Let be the response of the ith subject, and let be the row vector of explanatory variables (including the constant 1 associated with the intercept). There are three mutually exclusive and exhaustive types of data configurations: complete separation, quasicomplete separation, and overlap.
There is a complete separation of data points if there exists a vector that correctly allocates all observations to their response groups; that is,

This configuration gives nonunique infinite estimates. If the iterative process of maximizing the likelihood function is allowed to continue, the log likelihood diminishes to zero, and the dispersion matrix becomes unbounded.
The data are not completely separable, but there is a vector such that

and equality holds for at least one subject in each response group. This configuration also yields nonunique infinite estimates. If the iterative process of maximizing the likelihood function is allowed to continue, the dispersion matrix becomes unbounded and the log likelihood diminishes to a nonzero constant.
If neither complete nor quasicomplete separation exists in the sample points, there is an overlap of sample points. In this configuration, the pseudoestimates exist and are unique.
Complete separation and quasicomplete separation are problems typically encountered with small data sets. Although complete separation can occur with any type of data, quasicomplete separation is not likely with truly continuous explanatory variables.
The SURVEYLOGISTIC procedure uses a simple empirical approach to recognize the data configurations that lead to infinite parameter estimates. The basis of this approach is that any convergence method of maximizing the log likelihood must yield a solution that gives complete separation, if such a solution exists. In maximizing the log likelihood, there is no checking for complete or quasicomplete separation if convergence is attained in eight or fewer iterations. Subsequent to the eighth iteration, the probability of the observed response is computed for each observation. If the probability of the observed response is one for all observations, there is a complete separation of data points and the iteration process is stopped. If the complete separation of data has not been determined and an observation is identified to have an extremely large probability (0.95) of the observed response, there are two possible situations. First, there is overlap in the data set, and the observation is an atypical observation of its own group. The iterative process, if allowed to continue, stops when a maximum is reached. Second, there is quasicomplete separation in the data set, and the asymptotic dispersion matrix is unbounded. If any of the diagonal elements of the dispersion matrix for the standardized observations vectors (all explanatory variables standardized to zero mean and unit variance) exceeds 5,000, quasicomplete separation is declared and the iterative process is stopped. If either complete separation or quasicomplete separation is detected, a warning message is displayed in the procedure output.
Checking for quasicomplete separation is less foolproof than checking for complete separation. The NOCHECK option in the MODEL statement turns off the process of checking for infinite parameter estimates. In cases of complete or quasicomplete separation, turning off the checking process typically results in the procedure failing to converge.