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Problem Note 51334: LEVERAGE results in PROC ROBUSTREG might be incorrect with BY-processing

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When the LEVERAGE option is specified in the MODEL statement in the ROBUSTREG procedure and a BY statement is also specified, the leverage point analysis results might be incorrect. Warning messages similar to the following might be issued:

WARNING: The quantile to be minimized for MCD must be between 262, which corresponds to a breakdown value around 0.5, and 392, which corresponds to a breakdown value around 0.25. PROC ROBUSTREG has set it to 392 by default.

It is possible that the LEVERAGE diagnostics obtained from BY-group processing are incorrect even when no warning is issued.

To circumvent the problem, omit the LEVERAGE option or run PROC ROBUSTREG separately for each BY group.

Click the Hot Fix tab in this note to access the hot fix for this issue.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/STATMicrosoft Windows Server 2003 for x649.229.2 TS2M3
Microsoft Windows Server 2003 Standard Edition9.229.2 TS2M3
Microsoft Windows Server 2003 Enterprise Edition9.229.2 TS2M3
Microsoft Windows Server 2003 Datacenter Edition9.229.2 TS2M3
Microsoft® Windows® for x649.2213.19.2 TS2M39.4 TS1M1
Microsoft Windows XP 64-bit Edition9.229.2 TS2M3
Microsoft Windows Server 2003 Enterprise 64-bit Edition9.229.2 TS2M3
Microsoft Windows Server 2003 Datacenter 64-bit Edition9.229.2 TS2M3
Microsoft® Windows® for 64-Bit Itanium-based Systems9.229.2 TS2M3
z/OS9.2213.19.2 TS2M39.4 TS1M1
Microsoft Windows Server 20089.2213.19.2 TS2M39.4 TS1M1
Microsoft Windows Server 2008 R29.2213.19.2 TS2M39.4 TS1M1
Microsoft Windows Server 2008 for x649.2213.19.2 TS2M39.4 TS1M1
Microsoft Windows XP Professional9.229.2 TS2M3
Windows 7 Enterprise 32 bit9.229.2 TS2M3
Windows 7 Enterprise x649.2213.19.2 TS2M39.4 TS1M1
Windows 7 Home Premium 32 bit9.229.2 TS2M3
Windows 7 Home Premium x649.229.2 TS2M3
Windows 7 Professional 32 bit9.229.2 TS2M3
Windows 7 Professional x649.2213.19.2 TS2M39.4 TS1M1
Windows 7 Ultimate 32 bit9.229.2 TS2M3
Windows 7 Ultimate x649.229.2 TS2M3
Windows Vista9.229.2 TS2M3
Windows Vista for x649.229.2 TS2M3
64-bit Enabled AIX9.2213.19.2 TS2M39.4 TS1M1
64-bit Enabled HP-UX9.2213.19.2 TS2M39.4 TS1M1
64-bit Enabled Solaris9.2213.19.2 TS2M39.4 TS1M1
HP-UX IPF9.2213.19.2 TS2M39.4 TS1M1
Linux9.2213.19.2 TS2M39.4 TS1M1
Linux for x649.2213.19.2 TS2M39.4 TS1M1
OpenVMS on HP Integrity9.2213.19.2 TS2M39.4 TS1M1
Solaris for x649.2213.19.2 TS2M39.4 TS1M1
* 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.