Problem Note 56886: PROC MODEL might generate incorrect simulation values if the OPTIMIZE option is specified in the SOLVE statement
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In PROC MODEL, if you specify a model equation that contains second order heterogeneous terms and you also specify the OPTIMIZE option in the SOLVE statement, the simulation results might be incorrect. An example of a second order heterogeneous model term is 3*x*y.
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/ETS | Solaris for x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 |
| Linux for x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Linux | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Professional x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Professional 32 bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Std | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Datacenter | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2003 for x64 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows 8.1 Pro x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro 32-bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Enterprise x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Enterprise 32-bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft® Windows® for x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| HP-UX IPF | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| 64-bit Enabled Solaris | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| 64-bit Enabled HP-UX | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| 64-bit Enabled AIX | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows Vista for x64 | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Ultimate x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Home Premium x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Enterprise x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Windows 7 Enterprise 32 bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows XP Professional | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2012 Std | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 R2 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro x64 | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro 32-bit | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
| z/OS | 12.1 | 14.2 | 9.3 TS1M2 | 9.4 TS1M4 | ||
A fix for this issue for SAS/ETS 14.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V24.html#56886
PROC MODEL might produce incorrect simulation values if you specify the OPTIMIZE option in the SOLVE statement and you also specify a model equation containing second order heterogeneous terms.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Econometrics Analytics ==> Simulation SAS Reference ==> Procedures ==> MODEL |
| Date Modified: | 2016-01-18 09:54:51 |
| Date Created: | 2015-10-22 10:45:59 |