Problem Note 5120: Incorrect standard errors and parameter tests possible with NOPRINT and
LACKFIT options
If you specify the NOPRINT and LACKFIT options in the PROC PROBIT
statement and if the Pearson chi-square statistic is significant at the
level specified in the HPROB= option (0.10 by default), then the
covariance matrix should be multiplied by the heterogeneity factor, but
is not.
To circumvent this problem, remove the NOPRINT option and use:
ODS LISTING CLOSE;
to suppress the procedure output.
A Technical Support hot fix for Release 8.1 TSLEVEL TS1M0 for this
issue is available at:
http://www.sas.com/techsup/download/hotfix/81_sbcs_prod_list.html#005120
A Technical Support hot fix for Release 8.2 TSLEVEL TS2M0 for this
issue is available at:
http://www.sas.com/techsup/download/hotfix/82_sbcs_prod_list.html#005120
For customers running SAS with Asian Language Support (DBCS), this
hot fix should be downloaded from:
http://www.sas.com/techsup/download/hotfix/82_dbcs_prod_list.html#005120
Operating System and Release Information
| SAS System | SAS/STAT | Microsoft Windows 95/98 | 8 TS M0 | |
| Microsoft Windows 2000 Server | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 2000 Datacenter Server | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 2000 Professional | 8 TS M0 | 9 TS M0 |
| Microsoft Windows 2000 Advanced Server | 8 TS M0 | 9 TS M0 |
| OpenVMS VAX | 8 TS M0 | |
| Solaris | 8 TS M0 | |
| 64-bit Enabled Solaris | 8 TS M0 | |
| IRIX | 8 TS M0 | |
| OS/2 | 8 TS M0 | |
| ABI+ for Intel Architecture | 8 TS M0 | |
| z/OS | 8 TS M0 | 9 TS M0 |
| HP-UX | 8 TS M0 | |
| 64-bit Enabled HP-UX | 8 TS M0 | |
| Microsoft Windows NT Workstation | 8 TS M0 | 9 TS M0 |
| OpenVMS Alpha | 8 TS M0 | 9 TS M0 |
| CMS | 8 TS M0 | |
| Tru64 UNIX | 8 TS M0 | 9 TS M0 |
| 64-bit Enabled AIX | 8 TS M0 | |
| AIX | 8 TS M0 | |
*
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 ==> Categorical Data Analysis
SAS Reference ==> Procedures ==> PROBIT
Analytics ==> Regression
|
| Date Modified: | 2002-04-29 14:46:51 |
| Date Created: | 2001-05-30 17:18:04 |
