Small-sample correction for sandwich variance in PROC GEE/PROC GENMOD with few clusters I am fitting a marginal GEE with a small number of clusters (16) and would like to apply a finite-sample correction to the empirical/sandwich covariance estimator. I have reviewed the PROC GEE and PROC GENMOD documentation and see options for the usual model-based and empirical/sandwich covariance estimates, but I have not found an option for a small-number-of-clusters correction such as Kauermann-Carroll, Mancl-DeRouen, Fay-Graubard, or a similar bias-corrected sandwich estimator. For example, the model is of the general form: proc gee data=have; class facility period; model y = treatment period / dist=binomial link=log; repeated subject=facility / type=exch; run; where facility is the cluster and there are 16 facilities. Does PROC GEE or PROC GENMOD have a built-in option for a small-sample/finite-cluster correction to the empirical sandwich covariance estimator? If not, is there another SAS procedure or recommended SAS implementation for obtaining a small-cluster-corrected GEE variance while retaining the same marginal GEE model? I am specifically interested in correcting inference for the small number of clusters rather than changing to a mixed-effects model. Thank you. ... View more

Life sciences organizations are facing growing pressure to make faster, more informed decisions while managing increasingly complex data. Clinical trials, real-world evidence, operational metrics, and patient data all contribute valuable insights, but turning that information into action remains a challenge. ... View more

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Team Name PesoShield Track Financial Services Use Case Optimize FX hedging for Mexican agri-food exporters by jointly modeling exchange-rate, commodity-price, and uncertain export-volume risk. Technology SAS Viya – VARMAX, multivariate GARCH, copulas, Monte Carlo simulation, optimization and backtesting Region LATAM- México Team lead Mariano Romero Ochia Team members @mormin @Luissss  Social media handles linkedin.com/in/mariano-romero-ochoa  linkedin.com/in/luis-carlos-carbajal-gonzález Is your team interested in participating in an interview? Yes Optional: Expand on your technology expertise Our team combines actuarial science, financial risk management, statistical modeling and software development. For PesoShield, we plan to use SAS Viya for time-series modeling, volatility estimation, dependency modeling, Monte Carlo simulation and hedge optimization. The analytical pipeline will integrate Banxico, CME, SOFR/Treasury, USDA and exporter-level data to estimate Cash-Flow-at-Risk and compare optimized hedging strategies against conventional full-forward hedging.   ... View more

A new update is available for Base SAS , version 9.4_M9 : Hot Fix: P7F050 - Published 02OCT2026 , Download link for P7F050 Component name: Base SAS Related SAS release: SAS 9.4   Issues addressed in P7F050 KB0060052 The IMPORT procedure with GETNAMES=NO uses FIRSTOBS=2 instead of FIRSTOBS=1 in the INFILE statement in the generated DATA step code This list of notes might be incomplete. For a complete list of issues addressed by this hot fix, visit the hot fix page for P7F050   Note: A comprehensive list of all SAS hot fixes is available from support.sas.com. You can use the SAS Hot Fix Analysis, Download, and Deployment (SASHFADD) tool to manage your SAS hot fixes. ... View more