Problem Note 62944: The deviance residuals for Tweedie models in PROC GENMOD are too small by the square root of 2
PROC GENMOD saves incorrect deviance residuals and standardized deviance residuals when the DIST=TWEEDIE option is specified in the MODEL statement. These residuals are specified with the RESDEV= and STDRESDEV= options in the OUTPUT statement.
Correct values can be obtained by multiplying these residuals by the square root of 2.
Operating System and Release Information
| SAS System | SAS/STAT | Microsoft® Windows® for x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| z/OS | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8 Enterprise 32-bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8 Enterprise x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8 Pro 32-bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8 Pro x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Enterprise 32-bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Enterprise x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Pro 32-bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Pro x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows 10 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows Server 2008 | 13.1 | | 9.4 TS1M1 | |
| Microsoft Windows Server 2008 R2 | 13.1 | | 9.4 TS1M1 | |
| Microsoft Windows Server 2008 for x64 | 13.1 | | 9.4 TS1M1 | |
| Microsoft Windows Server 2012 Datacenter | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows Server 2012 R2 Datacenter | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows Server 2012 R2 Std | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Microsoft Windows Server 2012 Std | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Enterprise 32 bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Enterprise x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Home Premium 32 bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Home Premium x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Professional 32 bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Professional x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Ultimate 32 bit | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Windows 7 Ultimate x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| 64-bit Enabled AIX | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| 64-bit Enabled Solaris | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| HP-UX IPF | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Linux for x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
| Solaris for x64 | 13.1 | 15.1 | 9.4 TS1M1 | 9.4 TS1M6 |
*
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.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Regression
SAS Reference ==> Procedures ==> GENMOD
|
| Date Modified: | 2018-09-28 11:00:48 |
| Date Created: | 2018-09-18 10:56:38 |
