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 Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/STAT | Microsoft Windows Server 2003 for x64 | 9.22 | 9.2 TS2M3 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.22 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 9.22 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Datacenter Edition | 9.22 | 9.2 TS2M3 | ||||
| Microsoft® Windows® for x64 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Microsoft Windows XP 64-bit Edition | 9.22 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.22 | 9.2 TS2M3 | ||||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.22 | 9.2 TS2M3 | ||||
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.22 | 9.2 TS2M3 | ||||
| z/OS | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 R2 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 for x64 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Microsoft Windows XP Professional | 9.22 | 9.2 TS2M3 | ||||
| Windows 7 Enterprise 32 bit | 9.22 | 9.2 TS2M3 | ||||
| Windows 7 Enterprise x64 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Windows 7 Home Premium 32 bit | 9.22 | 9.2 TS2M3 | ||||
| Windows 7 Home Premium x64 | 9.22 | 9.2 TS2M3 | ||||
| Windows 7 Professional 32 bit | 9.22 | 9.2 TS2M3 | ||||
| Windows 7 Professional x64 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Windows 7 Ultimate 32 bit | 9.22 | 9.2 TS2M3 | ||||
| Windows 7 Ultimate x64 | 9.22 | 9.2 TS2M3 | ||||
| Windows Vista | 9.22 | 9.2 TS2M3 | ||||
| Windows Vista for x64 | 9.22 | 9.2 TS2M3 | ||||
| 64-bit Enabled AIX | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| 64-bit Enabled HP-UX | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| 64-bit Enabled Solaris | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| HP-UX IPF | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Linux | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Linux for x64 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| OpenVMS on HP Integrity | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
| Solaris for x64 | 9.22 | 13.1 | 9.2 TS2M3 | 9.4 TS1M1 | ||
A fix for this issue for SAS/STAT 12.3 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/L13.html#51334
In PROC ROBUSTREG with the LEVERAGE option and BY groups, the LEVERAGE analysis could differ from running the BY groups individually.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Exploratory Data Analysis Analytics ==> Regression |
| Date Modified: | 2013-12-24 10:58:52 |
| Date Created: | 2013-10-11 17:04:17 |