If you use PROC REG and specify the HCCMETHOD option in the MODEL statement without specifying HCC or ACOV option, the hccmethod is not actually used to compute the heteroscedastic standard errors for the parameter estimates. The Heteroscedasticity Consistent Standard Errors and respective tests are incorrect. However, the REG output window still contains a message:

    HCC Approximation Method: HCx(where x=1,2,3)

This message should be ignored, as no such method is actually used.

To circumvent the problem, specify either the HCC or ACOV option with the HCCMETHOD option in the MODEL statement.

Operating System and Release Information

Product Family	Product	System	SAS Release
			Reported	Fixed*
SAS System	SAS/STAT	z/OS	9.2 TS1M0
		Microsoft® Windows® for 64-Bit Itanium-based Systems	9.2 TS1M0
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	9.2 TS1M0
		Microsoft Windows XP 64-bit Edition	9.2 TS1M0
		Microsoft® Windows® for x64	9.2 TS1M0
		Microsoft Windows Server 2003 Datacenter Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Enterprise Edition	9.2 TS1M0
		Microsoft Windows Server 2003 Standard Edition	9.2 TS1M0
		Microsoft Windows XP Professional	9.2 TS1M0
		Windows Vista	9.2 TS1M0
		Windows Vista for x64	9.2 TS1M0
		64-bit Enabled AIX	9.2 TS1M0
		64-bit Enabled HP-UX	9.2 TS1M0
		64-bit Enabled Solaris	9.2 TS1M0
		HP-UX IPF	9.2 TS1M0
		Linux	9.2 TS1M0
		Linux for x64	9.2 TS1M0
		OpenVMS on HP Integrity	9.2 TS1M0
		Solaris for x64	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.

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Type:	Problem Note
Priority:	medium

Date Modified:	2012-01-17 11:26:20
Date Created:	2012-01-17 09:52:17