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V6-LOGISTIC-D908
Incorrect standard errors with INEST= and MAXITER=0
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If the INEST= and MAXITER=0 options are used together to compute
predicted values for a new data set, note that the covariance matrix of
the parameter estimates from the previously-fitted model is not used.
Consequently, all related statistics (standard errors, confidence limitson parameter estimates and predicted probabilities, diagnostics) are
incorrect. Statistics not involving the covariance matrix (predicted
probabilities, XBETA values) are correct.
If you are using these options to get statistics provided by the OUTPUT
statement for a new data set using a model developed on a previous data
set, you can do this in the following way: Concatenate the new and
original data sets and make the response variable missing for the new
observations. Then fit the same model as before and specify the OUTPUT
statement as desired. The new observations will be ignored, resulting
in the same model fit as before. The output data set will have the
correct statistics for all observations including the new ones.
| Products: | STAT |
| Component: | LOGISTIC |
| Priority: | ALERT |
| Status: | Outstanding Problem |
| Date: | Mon, 28 Jul 1997 |
| System | Release Reported | Release Fixed |
| AIX/6000 | 6.11 TS020 | 6.12 TS045 |
| HP-UX Operating Systems | 6.11 TS020 | 6.12 TS045 |
| IBM OS/2 | 6.11 TS020 | 6.12 TS045 |
| Solaris | 6.11 TS020 | 6.12 TS045 |
| Windows 3.11 | 6.11 TS020 | 6.12 TS045 |
| Intel ABI | 6.11 TS040 | |
| Silicon Graphics Unix | 6.11 TS040 | |
| Compaq Tru64 Unix | 6.11 TS040 | |
| Windows NT | 6.11 TS040 | 6.12 TS045 |
| Windows 95 | 6.11 TS040 | 6.12 TS045 |
| AIX/6000 | 6.12 TS020 | 6.12 TS045 |
| HP-UX Operating Systems | 6.12 TS020 | 6.12 TS045 |
| IBM OS/2 | 6.12 TS020 | 6.12 TS045 |
| Solaris | 6.12 TS020 | 6.12 TS045 |
| OpenVMS Alpha | 6.12 TS020 | 6.12 TS045 |
| Windows 3.11 | 6.12 TS020 | 6.12 TS045 |
| Windows NT | 6.12 TS020 | 6.12 TS045 |
| Windows 95 | 6.12 TS020 | 6.12 TS045 |
| Compaq Tru64 Unix | 6.12 TS040 | |
| Macintosh | 6.12 TS040 | |
| VM/ESA (CMS) | 6.09 TS450 | 6.09 TS460 |
| OS/390 (MVS) | 6.09 TS450 | 6.09 TS460 |
| OpenVMS VAX | 6.09 TS450 | 6.09 TS460 |
No Fixes Available