SAS Institute Alert Note SN-010398

From: SAS Technical Support (tsdlist@unx.sas.com)
Date: Wed Jul 30 2003 - 07:54:46 EDT

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    SN-010398 ***Alert Note***

    Identical standard errors for two or more variables may indicate
    incorrect results

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

      If an explanatory variable is collinear with at least one other
      explanatory variable in the model as well as dummy variables associated
      with the ID variable, then the model is overparameterized and the
      degrees of freedom, standard errors, t-values and their associated
      probabilities are incorrect. The parameter estimates themselves are
      only one of infinitely many possibilities.

      One indication of such a problem is that the standard errors associated
      with the explanatory variables involved in the collinearity may be the
      same. Aside from these peculiar standard errors, PROC MDC provides no
      indication that the model is overparameterized.

      To remedy the overparameterization, the problem variable should be
      removed from the model.

      To confirm conclusively whether an explanatory variable x2 is collinear
      with previous explanatory variable(s) x1 and dummy variables associated
      with the ID variable, perform the following steps:

         data work.choicedata2;
         set work.choicedata;
         random=rannor(123456);
         run;

         proc glm data=work.choicedata2;
         ods output parameterestimates=work.est;
         class id;
         model random=id x1 x2 /solution noint;
         quit;

         proc print data=work.est;
         where Parameter='x2';
         run;

      If Estimate=0 and Biased=1 for x2, then x2 is collinear with x1
      and the dummy variables associated with the ID variable. Remove x2
      from the model since it results in an overparameterization.

    Keywords:
      incorrout incorrstat mdc stderr standard error mdc
      identical standard errors for two or more variables may indicate
      incorrect results
      010398 10398

    SAS Note Revised On: Wed, 23 Jul 2003

    System Version Reported Version Fixed

    AIX/6000 9 TSM0
    AIX/6000 9.1 TS1M0
    Compaq Tru64 UNIX 9 TSM0
    Compaq Tru64 UNIX 9.1 TS1M0
    HP-UX Operating Systems 9 TSM0
    HP-UX Operating Systems 9.1 TS1M0
    HP-UX Itanium 9 TSM0
    HP-UX Itanium 9.1 TS1M0
    Intel Itanium Processor Family(IPF) 9 TSM0
    Intel Itanium Processor Family(IPF) 9.1 TS1M0
    Linux 9 TSM0
    Linux 9.1 TS1M0
    OS/390 (MVS) 9 TSM0
    OS/390 (MVS) 9.1 TS1M0
    Solaris 9 TSM0
    Solaris 9.1 TS1M0
    OpenVMS Alpha 9 TSM0
    OpenVMS Alpha 9.1 TS1M0
    Windows NT 9 TSM0
    Windows NT 9.1 TS1M0
    Windows 2000 Datacenter Server 9 TSM0
    Windows 2000 Datacenter Server 9.1 TS1M0
    Windows 2000 Professional 9 TSM0
    Windows 2000 Professional 9.1 TS1M0
    Windows 2000 Server and Advanced Server 9 TSM0
    Windows 2000 Server and Advanced Server 9.1 TS1M0
    Windows XP 9 TSM0
    Windows XP 9.1 TS1M0
    Windows 64 bit 9 TSM0
    Windows 64 bit 9.1 TS1M0

    No Fixes Available

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