Problem Note 11541: Incorrect Parameter Estimates When Same Variable List Used on Random
Statement and Model Statement
If the same variable list is used on both the MODEL and RANDOM
statements, then PROC MIXED will produce incorrect results for the
parameter estimates of any covariates that are listed on the MODEL
statement after the variable list. For example, if the MODEL and RANDOM
statements are as follows:
model y=x1-x5 z1 z2 z3 / s;
random int x1-x5 / subject=a;
then the parameter estimates for Z1, Z2, and Z3 will be incorrect.
Additionally, the variance component for the intercept term on the
RANDOM statement will be incorrect.
To circumvent this problem, list the variables individually on the
RANDOM statement, or download the available hotfix corresponding to
the SAS Release you are running.
A Technical Support hot fix for Release 8.2 (TS2M0) for this
issue is available at:
http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#011541
A Technical Support hot fix for SAS 9.1 (TS1M0) for this
issue is available at:
http://www.sas.com/techsup/download/hotfix/b9_sbcs_prod_list.html#011541
Operating System and Release Information
| SAS System | SAS/STAT | Microsoft Windows XP Professional | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows 95/98 | 8 TS M0 | |
| Microsoft Windows NT Workstation | 8 TS M0 | |
| Windows Millennium Edition (Me) | 8.2 TS2M0 | |
| Microsoft Windows Server 2003 Enterprise Edition | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Server | 8 TS M0 | |
| Microsoft Windows Server 2003 Datacenter Edition | 8.2 TS2M0 | 9.2 TS1M0 |
| Microsoft Windows 2000 Professional | 8 TS M0 | |
| Microsoft Windows 2000 Datacenter Server | 8 TS M0 | |
| Microsoft Windows 2000 Advanced Server | 8 TS M0 | |
| 64-bit Enabled Solaris | 8 TS M0 | 9.2 TS1M0 |
| Solaris | 8 TS M0 | 9.2 TS1M0 |
| OpenVMS VAX | 8 TS M0 | 9.2 TS1M0 |
| IRIX | 8 TS M0 | 9.2 TS1M0 |
| OS/2 | 8 TS M0 | |
| z/OS | 8 TS M0 | 9.2 TS1M0 |
| Linux | 8.2 TS2M0 | 9.2 TS1M0 |
| ABI+ for Intel Architecture | 8 TS M0 | 9.2 TS1M0 |
| HP-UX | 8 TS M0 | 9.2 TS1M0 |
| HP-UX IPF | 9 TSB0 | 9.2 TS1M0 |
| CMS | 8 TS M0 | 9.2 TS1M0 |
| 64-bit Enabled HP-UX | 8 TS M0 | 9.2 TS1M0 |
| 64-bit Enabled AIX | 9.1 TS1B0 | 9.2 TS1M0 |
| OpenVMS Alpha | 8 TS M0 | 9.2 TS1M0 |
| Tru64 UNIX | 8 TS M0 | 9.2 TS1M0 |
| AIX | 8 TS M0 | 9.2 TS1M0 |
*
For software releases that are not yet generally available, the Fixed
Release is the software release in which the problem is planned to be
fixed.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Longitudinal Analysis Analytics ==> Mixed Models Analytics ==> Analysis of Variance Analytics ==> Regression Analytics ==> Spatial Analysis SAS Reference ==> Procedures ==> MIXED
|
| Date Modified: | 2009-02-24 09:04:47 |
| Date Created: | 2004-01-06 16:01:35 |