SUPPORT / SAMPLES & SAS NOTES
Problem Note 48518: Incorrect area standard errors with NOFIT option, ROC, and BY statements
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If you specify both the BY statement and one or more ROC statements as well as the NOFIT option in the MODEL statement, then the standard error of the area under the ROC curve reported by ROC statements is incorrect. To avoid the problem, replace the BY statement with a WHERE statement specifying one BY group. In this manner, run PROC LOGISTIC separately for each BY group. You can avoid replicating and modifying many LOGISTIC steps by using a DATA step with the CALL EXECUTE statement as illustrated in this note.
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/STAT | z/OS | 9.2 TS1M0 | 9.4 TS1M0 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft® Windows® for x64 | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Microsoft Windows XP Professional | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Windows Vista | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Windows Vista for x64 | 9.2 TS1M0 | 9.4 TS1M0 | ||
| 64-bit Enabled AIX | 9.2 TS1M0 | 9.4 TS1M0 | ||
| 64-bit Enabled HP-UX | 9.2 TS1M0 | 9.4 TS1M0 | ||
| 64-bit Enabled Solaris | 9.2 TS1M0 | 9.4 TS1M0 | ||
| HP-UX IPF | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Linux | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Linux for x64 | 9.2 TS1M0 | 9.4 TS1M0 | ||
| OpenVMS on HP Integrity | 9.2 TS1M0 | 9.4 TS1M0 | ||
| Solaris for x64 | 9.2 TS1M0 | 9.4 TS1M0 | ||