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 Family	Product	System	SAS Release
			Reported	Fixed*
SAS System	SAS/ETS	z/OS	9.1 TS1M3	9.4 TS1M2
		Microsoft® Windows® for 64-Bit Itanium-based Systems	9.1 TS1M3
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	9.1 TS1M3
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	9.1 TS1M3
		Microsoft Windows XP 64-bit Edition	9.1 TS1M3
		Microsoft Windows 2000 Advanced Server	9.1 TS1M3
		Microsoft Windows 2000 Datacenter Server	9.1 TS1M3
		Microsoft Windows 2000 Server	9.1 TS1M3
		Microsoft Windows 2000 Professional	9.1 TS1M3
		Microsoft Windows NT Workstation	9.1 TS1M3
		Microsoft Windows Server 2003 Datacenter Edition	9.1 TS1M3
		Microsoft Windows Server 2003 Enterprise Edition	9.1 TS1M3
		Microsoft Windows Server 2003 Standard Edition	9.1 TS1M3
		Microsoft Windows XP Professional	9.1 TS1M3
		Windows Vista	9.1 TS1M3
		Windows Vista for x64	9.1 TS1M3
		64-bit Enabled AIX	9.1 TS1M3	9.4 TS1M2
		64-bit Enabled HP-UX	9.1 TS1M3	9.4 TS1M2
		64-bit Enabled Solaris	9.1 TS1M3	9.4 TS1M2
		HP-UX IPF	9.1 TS1M3	9.4 TS1M2
		Linux	9.1 TS1M3	9.4 TS1M2
		OpenVMS Alpha	9.1 TS1M3	9.4 TS1M2
		Tru64 UNIX	9.1 TS1M3	9.4 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.

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PROC MODEL generates incorrect weighted tests for heteroscedasticity of the errors.

Type:	Problem Note
Priority:	alert
Topic:	Analytics ==> Econometrics Analytics ==> Regression SAS Reference ==> Procedures ==> MODEL

Date Modified:	2016-06-23 10:17:35
Date Created:	2013-11-21 16:17:22