Problem Note 59127: PROC SURVEYREG produces some incorrect results when the REF= option is specified and jackknife variance estimation is used
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When the following conditions are met in the SURVEYREG procedure:
- the REF= option is specified for a variable in the CLASS statement
- the SOLUTION option is specified in the MODEL statement
- the jackknife method of variance estimation is used
the standard errors and related statistics for the estimated regression coefficients of effects involving the class variable are incorrect.
The VARMETHOD=JACKKNIFE or JK option in the PROC SURVEYREG statement specifies the delete-1 jackknife method. If you provide replicate weights with a REPWEIGHTS statement, VARMETHOD=JACKKNIFE is the default variance estimation method.
To circumvent the problem, do not use the REF= option. Refer to Usage Note 37108: "Setting the reference levels for the CLASS predictor variables" for alternative approaches to ordering class variable levels.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/STAT | z/OS | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| z/OS 64-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft® Windows® for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Enterprise 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Enterprise x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8 Pro x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Enterprise x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 10 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 R2 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2008 for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Datacenter | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 R2 Std | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows Server 2012 Std | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Enterprise 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Enterprise x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Home Premium 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Home Premium x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Professional 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Professional x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Ultimate 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Windows 7 Ultimate x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| 64-bit Enabled AIX | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| 64-bit Enabled Solaris | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| HP-UX IPF | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Linux for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Solaris for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
Incorrect standard errors for parameter estimates are produced in PROC SURVEYREG when the REF= option is specified and jackknife variance estimation is used.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | SAS Reference ==> Procedures ==> SURVEYREG Analytics ==> Survey Sampling and Analysis |
| Date Modified: | 2016-11-03 13:28:04 |
| Date Created: | 2016-10-07 15:41:20 |