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Problem Note 63278: PROC PHREG issues ERROR: The residuals derived from the fitted model do not sum to zero

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When all of these conditions are met in PROC PHREG:

  • the CONCORDANCE=UNO(SE) option is specified
  • you designate the first ordered level as the reference for a variable in the CLASS statement
  • an ROC statement is specified

SAS stops processing and the following messages are issued in the log:

ERROR: The residuals derived from the fitted model do not sum to zero.
WARNING: The standard error calculation is skipped due to errors in residuals.
WARNING: The concordance or ROC analysis tasks have failed.

The first ordered level is the reference when you specify the CLASS statement variable option REF=FIRST or REF='level' using the lowest level value.

In addition to the first two conditions, if you include the DIFF uno-method option, the "Differences in Uno's Concordance Statistic" is not produced, and no errors or warnings are issued.

Note that partial results produced and they are correct.

To circumvent the problem, do not use the REF= option to designate the first ordered level as the reference. For alternative methods of setting the reference level for CLASS variables, see Usage Note 37108.

 



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/STATz/OS14.29.4 TS1M4
z/OS 64-bit14.29.4 TS1M4
Microsoft® Windows® for x6414.29.4 TS1M4
Microsoft Windows 8 Enterprise 32-bit14.29.4 TS1M4
Microsoft Windows 8 Enterprise x6414.29.4 TS1M4
Microsoft Windows 8 Pro 32-bit14.29.4 TS1M4
Microsoft Windows 8 Pro x6414.29.4 TS1M4
Microsoft Windows 8.1 Enterprise 32-bit14.29.4 TS1M4
Microsoft Windows 8.1 Enterprise x6414.29.4 TS1M4
Microsoft Windows 8.1 Pro 32-bit14.29.4 TS1M4
Microsoft Windows 8.1 Pro x6414.29.4 TS1M4
Microsoft Windows 1014.29.4 TS1M4
Microsoft Windows Server 200814.29.4 TS1M4
Microsoft Windows Server 2008 R214.29.4 TS1M4
Microsoft Windows Server 2008 for x6414.29.4 TS1M4
Microsoft Windows Server 2012 Datacenter14.29.4 TS1M4
Microsoft Windows Server 2012 R2 Datacenter14.29.4 TS1M4
Microsoft Windows Server 2012 R2 Std14.29.4 TS1M4
Microsoft Windows Server 2012 Std14.29.4 TS1M4
Windows 7 Enterprise 32 bit14.29.4 TS1M4
Windows 7 Enterprise x6414.29.4 TS1M4
Windows 7 Home Premium 32 bit14.29.4 TS1M4
Windows 7 Home Premium x6414.29.4 TS1M4
Windows 7 Professional 32 bit14.29.4 TS1M4
Windows 7 Professional x6414.29.4 TS1M4
Windows 7 Ultimate 32 bit14.29.4 TS1M4
Windows 7 Ultimate x6414.29.4 TS1M4
64-bit Enabled AIX14.29.4 TS1M4
64-bit Enabled Solaris14.29.4 TS1M4
HP-UX IPF14.29.4 TS1M4
Linux for x6414.29.4 TS1M4
Solaris for x6414.29.4 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.