Problem Note 69782: The GLIMMIX procedure might produce an incorrect Hessian matrix for a negative binomial model with random effects
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Beginning in SAS® 9.4M7 (TS1M7) SAS/STAT® 15.2, PROC GLIMMIX might compute an incorrect Hessian matrix when you specify DIST=NEGBIN and a RANDOM statement.
Due to compiler issues, the incorrect results occur only when SAS is running on a Microsoft Windows operating system.
There is no workaround for this problem.
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 | Microsoft® Windows® for x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 |
| Microsoft Windows 8 Enterprise 32-bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8 Enterprise x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8 Pro 32-bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8 Pro x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8.1 Enterprise x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8.1 Pro 32-bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 8.1 Pro x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 10 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows 11 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2008 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2008 R2 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2008 for x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2012 Datacenter | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2012 R2 Std | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2012 Std | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2016 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2019 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Microsoft Windows Server 2022 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Enterprise 32 bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Enterprise x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Home Premium 32 bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Home Premium x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Professional 32 bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Professional x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Ultimate 32 bit | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
| Windows 7 Ultimate x64 | 15.2 | 15.3 | 9.4 TS1M7 | 9.4 TS1M8 | ||
A fix for this issue for SAS/STAT 15.2 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/I5J.html#69782
In Windows, PROC GLIMMIX can produce an incorrect Hessian in SAS 9.4 TS1M7 or later for a negative binomial model with random effects.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Analysis of Variance Analytics ==> Categorical Data Analysis Analytics ==> Mixed Models Analytics ==> Regression SAS Reference ==> Procedures ==> GLIMMIX |
| Date Modified: | 2024-08-13 13:23:31 |
| Date Created: | 2022-12-19 17:16:59 |