When all of the following conditions are met in the MODEL procedure:

• a BY statement is used with a SOLVE statement
• the RANDOM= option is specified in the SOLVE statement
• the ESTDATA = data set in the SOLVE statement contains different parameter estimates for different values of the BY variable
• the ESTDATA = data set in the SOLVE statement does not contain a parameter covariance matrix

the solution values are correct for the first by group, but they are incorrect for all subsequent BY groups.

To circumvent this problem, you can omit the BY statement and instead specify a separate SOLVE statement for each BY group.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS/ETS	z/OS	9.2	14.2		9.4 TS1M4
		Microsoft® Windows® for 64-Bit Itanium-based Systems	9.2
		Microsoft Windows Server 2003 Datacenter 64-bit Edition	9.2
		Microsoft Windows Server 2003 Enterprise 64-bit Edition	9.2
		Microsoft Windows XP 64-bit Edition	9.2
		Microsoft® Windows® for x64	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8 Enterprise 32-bit	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8 Enterprise x64	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8 Pro 32-bit	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8 Pro x64	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8.1 Enterprise 32-bit	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8.1 Enterprise x64	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8.1 Pro 32-bit	9.2	14.2		9.4 TS1M4
		Microsoft Windows 8.1 Pro x64	9.2	14.2		9.4 TS1M4
		Microsoft Windows 10	9.2	14.2		9.4 TS1M4
		Microsoft Windows 95/98	9.2
		Microsoft Windows 2000 Advanced Server	9.2
		Microsoft Windows 2000 Datacenter Server	9.2
		Microsoft Windows 2000 Server	9.2
		Microsoft Windows 2000 Professional	9.2
		Microsoft Windows NT Workstation	9.2
		Microsoft Windows Server 2003 Datacenter Edition	9.2
		Microsoft Windows Server 2003 Enterprise Edition	9.2
		Microsoft Windows Server 2003 Standard Edition	9.2
		Microsoft Windows Server 2003 for x64	9.2
		Microsoft Windows Server 2008	9.2	14.2		9.4 TS1M4
		Microsoft Windows Server 2008 R2	9.2	14.2		9.4 TS1M4
		Microsoft Windows Server 2008 for x64	9.2	14.2		9.4 TS1M4
		Microsoft Windows Server 2012 Datacenter	9.2	14.2		9.4 TS1M4
		Microsoft Windows Server 2012 R2 Datacenter	9.2	14.2		9.4 TS1M4
		Microsoft Windows Server 2012 R2 Std	9.2	14.2		9.4 TS1M4
		Microsoft Windows Server 2012 Std	9.2	14.2		9.4 TS1M4
		Microsoft Windows XP Professional	9.2
		Windows 7 Enterprise 32 bit	9.2	14.2		9.4 TS1M4
		Windows 7 Enterprise x64	9.2	14.2		9.4 TS1M4
		Windows 7 Home Premium 32 bit	9.2	14.2		9.4 TS1M4
		Windows 7 Home Premium x64	9.2	14.2		9.4 TS1M4
		Windows 7 Professional 32 bit	9.2	14.2		9.4 TS1M4
		Windows 7 Professional x64	9.2	14.2		9.4 TS1M4
		Windows 7 Ultimate 32 bit	9.2	14.2		9.4 TS1M4
		Windows 7 Ultimate x64	9.2	14.2		9.4 TS1M4
		Windows Millennium Edition (Me)	9.2
		Windows Vista	9.2
		Windows Vista for x64	9.2
		64-bit Enabled AIX	9.2	14.2		9.4 TS1M4
		64-bit Enabled HP-UX	9.2	14.2		9.4 TS1M4
		64-bit Enabled Solaris	9.2	14.2		9.4 TS1M4
		HP-UX IPF	9.2	14.2		9.4 TS1M4
		Linux	9.2	14.2		9.4 TS1M4
		Linux for x64	9.2	14.2		9.4 TS1M4
		OpenVMS on HP Integrity	9.2	14.2		9.4 TS1M4
		Solaris for x64	9.2	14.2		9.4 TS1M4

* 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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If an ESTDATA= data set specified in PROC MODEL does not include a parameter covariance matrix and Monte Carlo simulation is performed, incorrect results are generated.

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

Date Modified:	2016-11-04 10:46:46
Date Created:	2016-09-08 15:19:05