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Problem Note 51678: Weighted White's and Breusch-Pagan tests are incorrect in the MODEL procedure

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The heteroscedasticity tests and p-values produced by the WHITE and BREUSCH= options in the FIT statement in PROC MODEL are incorrect when a WEIGHT statement is also specified.

There is no circumvention for this problem.



Operating System and Release Information

Product FamilyProductSystemSAS Release
ReportedFixed*
SAS SystemSAS/ETSz/OS9.1 TS1M39.4 TS1M2
Microsoft® Windows® for 64-Bit Itanium-based Systems9.1 TS1M3
Microsoft Windows Server 2003 Datacenter 64-bit Edition9.1 TS1M3
Microsoft Windows Server 2003 Enterprise 64-bit Edition9.1 TS1M3
Microsoft Windows XP 64-bit Edition9.1 TS1M3
Microsoft Windows 2000 Advanced Server9.1 TS1M3
Microsoft Windows 2000 Datacenter Server9.1 TS1M3
Microsoft Windows 2000 Server9.1 TS1M3
Microsoft Windows 2000 Professional9.1 TS1M3
Microsoft Windows NT Workstation9.1 TS1M3
Microsoft Windows Server 2003 Datacenter Edition9.1 TS1M3
Microsoft Windows Server 2003 Enterprise Edition9.1 TS1M3
Microsoft Windows Server 2003 Standard Edition9.1 TS1M3
Microsoft Windows XP Professional9.1 TS1M3
Windows Vista9.1 TS1M3
Windows Vista for x649.1 TS1M3
64-bit Enabled AIX9.1 TS1M39.4 TS1M2
64-bit Enabled HP-UX9.1 TS1M39.4 TS1M2
64-bit Enabled Solaris9.1 TS1M39.4 TS1M2
HP-UX IPF9.1 TS1M39.4 TS1M2
Linux9.1 TS1M39.4 TS1M2
OpenVMS Alpha9.1 TS1M39.4 TS1M2
Tru64 UNIX9.1 TS1M39.4 TS1M2
* 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.