SAS Institute Alert Note SN-010214

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Wed Jul 30 2003 - 07:49:17 EDT

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    SN-010214 ***Alert Note***

    Predicted probabilities for nested logit model may be incorrect when
    input data is not sorted by ID and CHOICE variables

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

      For a given ID value, the associated nested logit predicted
      probabilities in the OUT= data set are incorrect if (1) the decision
      variable has missing values for the particular ID value and if (2) a
      level 2 (or higher) utility function variable is not constant across the
      primitive alternatives below each of the nodes at that level and if
      (3) the observations for the particular ID value are not sorted by the
      CHOICE variable.

      To circumvent the problem, sort the input data by the ID variable and
      the CHOICE variable prior to estimating the nested logit model.

    Keywords:
      mdc incorrout incorrstat order sort choice id nlogit predicted
      probabilities output out p
      predicted probabilities for nested logit model may be incorrect when
      input data is not sorted by id and choice variables
      010214 10214

    SAS Note Revised On: Wed, 23 Jul 2003

    System Version Reported Version Fixed

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

    No Fixes Available

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