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SAS Notes V6-LOGISTIC-D908
Incorrect standard errors with INEST= and MAXITER=0


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