SAS Institute Alert Note SN-009141

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Tue Jan 28 2003 - 14:56:58 EST

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    SN-009141 ***Alert Note***

    LIML, MELO and other K-Class estimation results are incorrect when an
    exogenous variable is not included among the instruments

    Product: SAS/ETS
    Component: SYSLIN procedure
    Priority: ALERT

      If one or more exogenous variables are excluded from the set of
      instrumental variables, the LIML, MELO and other K-Class estimation
      results are incorrect.

      There is no circumvention for this problem.

      In general, it is good practice to include all exogenous variables among
      the instruments. There is seldom reason to exclude one.

    Keywords:
      k-class instruments incorrstat incorrout exogenous variables liml melo
      2sls
      liml, melo and other k-class estimation results are incorrect when an
      exogenous variable is not included among the instruments
      009141 9141

    SAS Note Revised On: Tue, 21 Jan 2003

    System Version Reported Version Fixed

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

    No Fixes Available

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