SAS Institute Alert Note SN-008648

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Mon Oct 21 2002 - 11:40:31 EDT

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    SN-008648 ***Alert Note***

    EMPIRICAL option gives incorrect covariance matrix for some models

    Product: SAS/STAT
    Component: MIXED procedure
    Priority: ALERT

      If you get a message from PROC MIXED that the G matrix is not positive
      definite, the parameters are estimated by maximum likelihood or
      restricted maximum likelihood and the G matrix is either not diagonal or
      diagonal when a NOBOUND option is in effect, then the covariance matrix
      that results from the EMPIRICAL option will be incorrect.

      To circumvent this problem, change the model so that the G matrix is no
      longer nonpositive definite.

    Keywords:
      emprical covariance matrix random repeated noprofile nonpositive
      definite g incorrout incorrstat
      empirical option gives incorrect covariance matrix for some models
      008648 8648

    SAS Note Revised On: Fri, 18 Oct 2002

    System Version Reported Version Fixed

    AIX 64 bit 8.2 TS2M0
    AIX 64 bit 9 TSB0
    AIX 64 bit 9 TSM0
    AIX/6000 8 TSM0
    AIX/6000 8 TSM1
    AIX/6000 8.1 TS1M0
    AIX/6000 8.2 TS2M0
    VM/ESA (CMS) 8 TSM0
    VM/ESA (CMS) 8 TSM1
    VM/ESA (CMS) 8.1 TS1M0
    VM/ESA (CMS) 8.2 TS2M0
    Compaq Tru64 UNIX 8 TSM0
    Compaq Tru64 UNIX 8 TSM1
    Compaq Tru64 UNIX 8.1 TS1M0
    Compaq Tru64 UNIX 8.2 TS2M0
    Compaq Tru64 UNIX 9 TSB0
    Compaq Tru64 UNIX 9 TSM0
    HP-UX Operating Systems 8 TSM0
    HP-UX Operating Systems 8 TSM1
    HP-UX Operating Systems 8.1 TS1M0
    HP-UX Operating Systems 8.2 TS2M0
    HP-UX Itanium 9 TSB0
    HP-UX Itanium 9 TSM0
    HP-UX 64 bit 8.2 TS2M0
    HP-UX 64 bit 9 TSB0
    HP-UX 64 bit 9 TSM0
    Intel ABI 8 TSM0
    Intel ABI 8 TSM1
    Intel ABI 8.1 TS1M0
    Intel ABI 8.2 TS2M0
    Intel Itanium Processor Family(IPF) 9 TSB0
    Intel Itanium Processor Family(IPF) 9 TSM0
    Linux 8.2 TS2M0
    Linux 9 TSB0
    Linux 9 TSM0
    MIPS ABI 8 TSM0
    MIPS ABI 8 TSM1
    MIPS ABI 8.1 TS1M0
    MIPS ABI 8.2 TS2M0
    OS/390 (MVS) 8 TSM0
    OS/390 (MVS) 8 TSM1
    OS/390 (MVS) 8.1 TS1M0
    OS/390 (MVS) 8.2 TS2M0
    OS/390 (MVS) 9 TSB0
    OS/390 (MVS) 9 TSM0
    IBM OS/2 8 TSM0
    IBM OS/2 8 TSM1
    IBM OS/2 8.1 TS1M0
    IBM OS/2 8.2 TS2M0
    Solaris 8 TSM0
    Solaris 8 TSM1
    Solaris 8.1 TS1M0
    Solaris 8.2 TS2M0
    Solaris 64 bit 8.2 TS2M0
    Solaris 64 bit 9 TSB0
    Solaris 64 bit 9 TSM0
    OpenVMS VAX 8 TSM0
    OpenVMS VAX 8 TSM1
    OpenVMS VAX 8.1 TS1M0
    OpenVMS VAX 8.2 TS2M0
    OpenVMS Alpha 8 TSM0
    OpenVMS Alpha 8 TSM1
    OpenVMS Alpha 8.1 TS1M0
    OpenVMS Alpha 8.2 TS2M0
    OpenVMS Alpha 9 TSB0
    OpenVMS Alpha 9 TSM0
    Windows NT 8 TSM0
    Windows NT 8 TSM1
    Windows NT 8.1 TS1M0
    Windows NT 8.2 TS2M0
    Windows NT 9 TSB0
    Windows NT 9 TSM0
    Windows 2000 Datacenter Server 8 TSM0
    Windows 2000 Datacenter Server 8 TSM1
    Windows 2000 Datacenter Server 8.1 TS1M0
    Windows 2000 Datacenter Server 8.2 TS2M0
    Windows 2000 Datacenter Server 9 TSB0
    Windows 2000 Datacenter Server 9 TSM0
    Windows 2000 Professional 8 TSM0
    Windows 2000 Professional 8 TSM1
    Windows 2000 Professional 8.1 TS1M0
    Windows 2000 Professional 8.2 TS2M0
    Windows 2000 Professional 8.2 TS2M0
    Windows 2000 Professional 9 TSB0
    Windows 2000 Professional 9 TSM0
    Windows 2000 Server and Advanced Server 8 TSM0
    Windows 2000 Server and Advanced Server 8 TSM1
    Windows 2000 Server and Advanced Server 8.1 TS1M0
    Windows 2000 Server and Advanced Server 8.2 TS2M0
    Windows 2000 Server and Advanced Server 8.2 TS2M0
    Windows 2000 Server and Advanced Server 9 TSB0
    Windows 2000 Server and Advanced Server 9 TSM0
    Windows 95 8 TSM0
    Windows 95 8.1 TS1M0
    Windows 95 8.2 TS2M0
    Windows 98 8 TSM0
    Windows 98 8.1 TS1M0
    Windows 98 8.2 TS2M0
    Windows ME 8.2 TS2M0
    Windows XP 8.2 TS2M0
    Windows XP 9 TSB0
    Windows XP 9 TSM0
    Windows 64 bit 9 TSB0
    Windows 64 bit 9 TSM0

    No Fixes Available

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