SUPPORT / SAMPLES & SAS NOTES
Problem Note 62744: PROC PSMATCH stops processing or issues WARNING: The maximum likelihood estimates for the logistic regression model might not exist
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For some data sets, PROC PSMATCH fails to generate propensity scores and PROC LOGISTIC is able to generate them using the same model. The PSMATCH procedure issues the following warning, or stops processing and issues these errors in addition to the warning:
WARNING: The maximum likelihood estimates for the logistic regression model might not exist. The
maximum likelihood estimates are based on the last maximum likelihood iteration.
maximum likelihood estimates are based on the last maximum likelihood iteration.
ERROR: Floating Point Overflow.
ERROR: Termination due to Floating Point Exception
ERROR: Termination due to Floating Point Exception
To work around the problem, you can use propensity scores computed by PROC LOGISTIC in the PSDATA statement in PROC PSMATCH. For example, suppose this is your PROC PSMATCH code:
proc psmatch data=dset;
class y A B;
psmodel y(treated='1')=A B C;
run;
class y A B;
psmodel y(treated='1')=A B C;
run;
Run the same model in PROC LOGISTIC, and save the propensity scores to a data set using an OUTPUT statement:
proc logistic data=dset;
class A B;
model y(event='1')=A B C;
output out=LogisticOutput p=ps;
run;
class A B;
model y(event='1')=A B C;
output out=LogisticOutput p=ps;
run;
Then read the propensity score data set and specify a PSDATA statement as follows:
proc psmatch data=LogisticOutput;
class y A B;
psdata ps=ps treatvar=y(treated='1');
run;
class y A B;
psdata ps=ps treatvar=y(treated='1');
run;
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/STAT | Windows 7 Ultimate 32 bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 |
| Windows 7 Professional x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Windows 7 Professional 32 bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Windows 7 Home Premium x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Windows 7 Home Premium 32 bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Windows 7 Enterprise x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Windows 7 Enterprise 32 bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 Std | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 R2 Std | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2012 Datacenter | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows Server 2008 for x64 | 14.2 | 9.4 TS1M4 | ||||
| Microsoft Windows Server 2008 R2 | 14.2 | 9.4 TS1M4 | ||||
| Microsoft Windows Server 2008 | 14.2 | 9.4 TS1M4 | ||||
| Microsoft Windows 10 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Pro x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Pro 32-bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Enterprise x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Pro x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Pro 32-bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Enterprise x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft Windows 8 Enterprise 32-bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Microsoft® Windows® for x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| z/OS 64-bit | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| z/OS | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Windows 7 Ultimate x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| 64-bit Enabled AIX | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| 64-bit Enabled Solaris | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| HP-UX IPF | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Linux for x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||
| Solaris for x64 | 14.2 | 15.1 | 9.4 TS1M4 | 9.4 TS1M6 | ||