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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;

Click the Hot Fix tab in this note to access the hot fix for this issue.



Operating System and Release Information

Product FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/STATz/OS14.19.4 TS1M3
z/OS 64-bit14.19.4 TS1M3
Microsoft® Windows® for x6414.19.4 TS1M3
Microsoft Windows 8 Enterprise 32-bit14.19.4 TS1M3
Microsoft Windows 8 Enterprise x6414.19.4 TS1M3
Microsoft Windows 8 Pro 32-bit14.19.4 TS1M3
Microsoft Windows 8 Pro x6414.19.4 TS1M3
Microsoft Windows 8.1 Enterprise 32-bit14.19.4 TS1M3
Microsoft Windows 8.1 Enterprise x6414.19.4 TS1M3
Microsoft Windows 8.1 Pro 32-bit14.19.4 TS1M3
Microsoft Windows 8.1 Pro x6414.19.4 TS1M3
Microsoft Windows 1014.19.4 TS1M3
Microsoft Windows Server 200814.19.4 TS1M3
Microsoft Windows Server 2008 R214.19.4 TS1M3
Microsoft Windows Server 2008 for x6414.19.4 TS1M3
Microsoft Windows Server 2012 Datacenter14.19.4 TS1M3
Microsoft Windows Server 2012 R2 Datacenter14.19.4 TS1M3
Microsoft Windows Server 2012 R2 Std14.19.4 TS1M3
Microsoft Windows Server 2012 Std14.19.4 TS1M3
Windows 7 Enterprise 32 bit14.19.4 TS1M3
Windows 7 Enterprise x6414.19.4 TS1M3
Windows 7 Home Premium 32 bit14.19.4 TS1M3
Windows 7 Home Premium x6414.19.4 TS1M3
Windows 7 Professional 32 bit14.19.4 TS1M3
Windows 7 Professional x6414.19.4 TS1M3
Windows 7 Ultimate 32 bit14.19.4 TS1M3
Windows 7 Ultimate x6414.19.4 TS1M3
64-bit Enabled AIX14.19.4 TS1M3
64-bit Enabled Solaris14.19.4 TS1M3
HP-UX IPF14.19.4 TS1M3
Linux for x6414.19.4 TS1M3
Solaris for x6414.19.4 TS1M3
* 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.