Problem Note 64046: PROC GEE reports an incorrect empirical covariance matrix for the generalized logit model when a FREQ statement is used
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If you specify a FREQ statement and the LINK=GLOGIT option in the MODEL statement in PROC GEE, the estimated empirical covariance matrix is incorrect.
To circumvent the problem, expand the aggregated data as shown in the following DATA step:
data data-set-name;
set data-set-name;
do i=1 to frequency-variable;
output;
end;
drop i;
run;
set data-set-name;
do i=1 to frequency-variable;
output;
end;
drop i;
run;
Click the Hot Fix tab in this note to access the hot fix for this issue.
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 | 9.4 TS1M3 | ||
| z/OS 64-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft® Windows® for x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Enterprise 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Enterprise x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Pro 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8 Pro x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Enterprise 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Enterprise x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Pro 32-bit | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 8.1 Pro x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows 10 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 R2 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2008 for x64 | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 Datacenter | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 R2 Datacenter | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 R2 Std | 14.1 | 9.4 TS1M3 | ||||
| Microsoft Windows Server 2012 Std | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Enterprise 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Enterprise x64 | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Home Premium 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Home Premium x64 | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Professional 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Professional x64 | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Ultimate 32 bit | 14.1 | 9.4 TS1M3 | ||||
| Windows 7 Ultimate x64 | 14.1 | 9.4 TS1M3 | ||||
| 64-bit Enabled AIX | 14.1 | 9.4 TS1M3 | ||||
| 64-bit Enabled Solaris | 14.1 | 9.4 TS1M3 | ||||
| HP-UX IPF | 14.1 | 9.4 TS1M3 | ||||
| Linux for x64 | 14.1 | 9.4 TS1M3 | ||||
| Solaris for x64 | 14.1 | 9.4 TS1M3 | ||||
A fix for this issue for SAS Threaded Kernel Extensions for Statistics 15.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/E8L.html#64046
The empirical matrix in PROC GEE is incorrect when the LINK=GLOGIT option is specified in the MODEL statement and a FREQ statement also specified.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Categorical Data Analysis Analytics ==> Mixed Models Analytics ==> Regression |
| Date Modified: | 2019-05-15 10:39:37 |
| Date Created: | 2019-04-16 10:50:03 |