Problem Note 44355: The NORMALIZE option in the WEIGHT statement produces incorrect COVSANDWICH results
If you specify both the NORMALIZE|NORM option in the WEIGHT statement and the COVSANDWICH|COVS option in the PROC PHREG statement, then the COVS results are incorrect. (The COVS results are not affected unless the /NORMALIZE, or the alias /NORM, option is specified in the WEIGHT statement.)
The affected and incorrect statistics include the COVS standard errors in the Parameter Estimates table, and subsequent statistics (chi-squares and p-values) that use the standard errors. The Score (Sandwich) and Wald (Sandwich) results in the Global Tests table are also affected.
There are no errors or warnings to indicate a problem.
There is no circumvention or workaround for this issue.
Operating System and Release Information
| SAS System | SAS/STAT | OpenVMS Alpha | 9.1 TS1M0 | 9.3 TS1M1 |
| Tru64 UNIX | 9.1 TS1M0 | 9.3 TS1M1 |
| Linux | 9.1 TS1M0 | 9.3 TS1M1 |
| HP-UX IPF | 9.1 TS1M0 | 9.3 TS1M1 |
| 64-bit Enabled HP-UX | 9.1 TS1M0 | 9.3 TS1M1 |
| 64-bit Enabled AIX | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows XP Professional | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows 2000 Professional | 9.1 TS1M0 | |
| Microsoft Windows 2000 Server | 9.1 TS1M0 | |
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M0 | |
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M0 | |
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.1 TS1M0 | 9.3 TS1M1 |
| z/OS | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.1 TS1M0 | 9.3 TS1M1 |
| 64-bit Enabled Solaris | 9.1 TS1M0 | 9.3 TS1M1 |
| Microsoft Windows NT Workstation | 9.1 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.
COVS gives incorrect results when used in conjunction with WEIGHT / NORM in PROC PHREG
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Survival Analysis
|
| Date Modified: | 2011-10-10 10:45:10 |
| Date Created: | 2011-09-21 07:40:05 |
