SAS Institute Alert Note SN-009434

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Tue Apr 22 2003 - 07:19:13 EDT

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    SN-009434 ***Alert Note***

    DWPROB probability values may be incorrect when RESTRICT or BOUNDS
    statements are used

    Product: SAS/ETS
    Component: Multiple procedures
    Priority: ALERT

      P-values computed by the DWPROB option in the AUTOREG and MODEL
      procedures are incorrect if a RESTRICT statement is used to impose an
      equality restriction on at least one of the model parameters.

      In PROC MODEL, if the DWPROB option is specified, and either a RESTRICT
      or BOUNDS statement with an inequality operator is also used, then the
      p-values computed by the DWPROB option are incorrect if the boundary
      restriction is "active." Boundary constraints expressed with either a
      RESTRICT or BOUNDS statement are active only if a parameter estimate is
      fixed at one of the boundary points. When a boundary constraint is
      active, a row appears at the bottom of the Parameter Estimates table
      with a parameter name of the form, "Bound n" or "Restrict n".

      No circumvention is available for this problem. In both the AUTOREG and
      MODEL procedures, p-values computed by the DWPROB option should be set
      to missing when the model has an active restriction or constraint.

    Keywords:
      dwprob dw p-values pvalues durbin-watson durbin watson incorrect bounds
      restrict active model autoreg statement fit
      dwprob probability values may be incorrect when restrict or bounds
      statements are used
      009434 9434

    SAS Note Revised On: Thu, 20 Feb 2003

    System Version Reported Version Fixed

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

    No Fixes Available

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