Problem Note 63826: The QLIM procedure saves an incorrect output data set when the ENDOTEST option or OVERID option is specified
If the ENDOTEST or OVERID option is specified in the MODEL statement or the ENDOGENOUS statement in the QLIM procedure, and a data set is saved using the OUTEST= option in PROC QLIM statement or the OUT= option in an OUTPUT statement, the output data set contains incorrect statistics.
To circumvent the problem, specify the ENDOTEST or OVERID option in a separate PROC QLIM step from the one that contains the OUTEST = option or the OUTPUT statement.
Operating System and Release Information
| SAS System | SAS/ETS | Microsoft Windows 8.1 Enterprise 32-bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8 Pro x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8 Pro 32-bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8 Enterprise x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8 Enterprise 32-bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft® Windows® for x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| z/OS | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8.1 Enterprise x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8.1 Pro 32-bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 8.1 Pro x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows 10 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| 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 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows Server 2012 R2 Datacenter | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows Server 2012 R2 Std | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Microsoft Windows Server 2012 Std | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Enterprise 32 bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Enterprise x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Home Premium 32 bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Home Premium x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Professional 32 bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Professional x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Ultimate 32 bit | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Windows 7 Ultimate x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| 64-bit Enabled AIX | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| 64-bit Enabled Solaris | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| HP-UX IPF | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Linux for x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
| Solaris for x64 | 13.1 | 15.2 | 9.4 TS1M1 | 9.4 TS1M7 |
*
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.
If you request the endogeneity test or the overidentification test and create an output data set in PROC QLIM, the saved statistics are incorrect.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Econometrics
Analytics ==> Regression
SAS Reference ==> Procedures ==> QLIM
|
| Date Modified: | 2020-07-15 15:59:09 |
| Date Created: | 2019-03-11 16:15:17 |
