Problem Note 51770: Inconsistent formulas for AIC, AICC, BIC, and SBC in the GLMSELECT procedure documentation
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The formulas for AIC, AICC, BIC, and SBC in PROC GLMSELECT have been updated in the SAS/STAT® User's Guide. Refer to the Formulas and Definitions for Model Fit Summary Statistics table under GLMSELECT Procedure > Details > Criteria Used in Model Selection Methods. Beginning in the SAS/STAT 13.1 User's Guide, these statistics are documented as a function of log(SSE/n) where log is the natural (base e) logarithm. In the SAS/STAT 12.3 User's Guide and earlier, the notation ln is used instead of log to indicate the natural (base e) logarithm.
Also, in some versions of the SAS/STAT User's Guide prior to 13.1, there are mistakes in the AIC and AICC formulas.
The GLMSELECT procedure computes and reports the correct results for the AIC, AICC, BIC, and SBC criteria. Only the logarithm notation has changed in the documentation, and formulas have been corrected.
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/STAT | z/OS | 9.2 TS1M0 | 9.4 TS1M1 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft Windows XP 64-bit Edition | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft® Windows® for x64 | 9.2 TS1M0 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Microsoft Windows XP Professional | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Windows Vista | 9.2 TS1M0 | 9.3 TS1M2 | ||
| Windows Vista for x64 | 9.2 TS1M0 | 9.3 TS1M2 | ||
| 64-bit Enabled AIX | 9.2 TS1M0 | 9.4 TS1M1 | ||
| 64-bit Enabled HP-UX | 9.2 TS1M0 | 9.4 TS1M1 | ||
| 64-bit Enabled Solaris | 9.2 TS1M0 | 9.4 TS1M1 | ||
| HP-UX IPF | 9.2 TS1M0 | 9.4 TS1M1 | ||
| Linux | 9.2 TS1M0 | 9.4 TS1M1 | ||
| Linux for x64 | 9.2 TS1M0 | 9.4 TS1M1 | ||
| OpenVMS on HP Integrity | 9.2 TS1M0 | 9.4 TS1M1 | ||
| Solaris for x64 | 9.2 TS1M0 | 9.4 TS1M1 | ||
| Type: | Problem Note |
| Priority: | medium |
| Topic: | SAS Reference ==> Procedures ==> GLMSELECT Analytics ==> Model Selection |
| Date Modified: | 2016-10-12 16:56:52 |
| Date Created: | 2013-12-06 14:22:38 |