SAS Institute Alert Note SN-007143

From: SAS Technical Support (LISTSERV@VM.SAS.COM)
Date: Wed Apr 03 2002 - 13:28:28 EST

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    SN-007143 ***Alert Note***

    Weights incorrectly applied when REPEATED statement is used

    Product: SAS/STAT
    Component: GENMOD
    Priority: ALERT

      If you specify both the REPEATED and WEIGHT statements, the results of
      the GEE estimation method are incorrect because the square roots of the
      weights are used in computing the working correlation matrix, rather
      than the weights themselves. However, since the default empirical
      covariance estimator is robust to misspecificiation of the correlation
      matrix, the results are asymptotically correct.

    Keywords:
      incorrstat incorrout weight repeated gee incorrect
      weights incorrectly applied when repeated statement is used
      007143 7143

    SAS Note Revised On: Wed, 20 Mar 2002

    System Version Reported Version Fixed

    AIX 64 bit 8.2 TS2M0
    AIX/6000 7 TSP1
    VM/ESA (CMS) 7 TSP1
    Compaq Tru64 UNIX 7 TSP1
    HP-UX Operating Systems 7 TSP1
    HP-UX 64 bit 8.2 TS2M0
    Intel ABI 8.2 TS2M0
    Linux 8.2 TS2M0
    MIPS ABI 8 TSM0
    OS/390 (MVS) 7 TSP1
    IBM OS/2 7 TSP1
    Solaris 7 TSP1
    Solaris 64 bit 8.2 TS2M0
    OpenVMS VAX 7 TSP1
    OpenVMS Alpha 7 TSP1
    Windows NT 7 TSP1
    Windows 2000 Datacenter Server 8 TSM0
    Windows 2000 Professional 8 TSM0
    Windows 2000 Server and Advanced Server 8 TSM0
    Windows 95 7 TSP1
    Windows 98 7 TSP1
    Windows ME 8.2 TS2M0
    WinXP 8.2 TS2M0

    No Fixes Available

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