Rounding issues

[mgx]

Dear SAS community,

I am working with an imputed dataset and first performing a sandwich estimator to compute the within-imputation variances on each imputation before combining the results. My proc iml code for the sandwich estimator looks as follows:

%macro sandwich_imput(i=);
data hessian;
set mvp.hessian_imput;
where _imputation_=&i;
drop row Parameter _imputation_;
run;
data gradient;
set mvp.grad_imput;
where _imputation_=&i;
drop observation _imputation_;
run;
proc iml;
use hessian; read all into J; close hessian;
use gradient; read all into G; close gradient;
use parms; read all into P; close parms;
K=t(G)*(G);
Sigma=round(inv(J)*K*inv(J),0.001);
create Sigma from Sigma;append from Sigma;
quit;
data cov;
set Sigma cov;
run;
%mend sandwich_imput;

After adding the appropriate extra variables, I use the cov dataset in PROC MIANALYZE. However, due to rounding errors I get the following error: 

ERROR: Within-imputation COVB matrix is not symmetric for _Imputation_= 1 in the input COVB= data set.

The rounded variance-covariance matrix is symmetric, but it seems that SAS internally stores the non-rounded matrix and uses that matrix in PROC MIANALYZE. Is there any way to circumvent this problem?

[ballardw]

Please do not separate error messages from the code that generates them. Include, from the LOG copy the code and all the notes as well as the errors. Then paste all of that into a text box on the forum.

Often those other messages have diagnostic information. Also without the code we have no clue what options you may have invoked that might relate to that specific error.

Also be aware that this style of coding where one (or more) of the data sets on a SET or MERGE statement appear on the DATA statement is somewhat fragile as the source data set is completely replaced by the on the Data statement.

data cov;
set Sigma cov;
run;

And even more problematic buried in a macro as it is easy to forget that you are doing so every time you run the macro. So if had to run that macro a couple of times such as debugging logic you have made multiple additions to the Cov data set.

[mgx]

Here you can find the full log:

28         data cov;
29         run;

NOTE: The data set WORK.COV has 1 observations and 0 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      

30         %macro sandwich_imput(i=);
31         data hessian;
32         set mvp.hessian_imput;
33         where _imputation_=&i;
34         drop row Parameter _imputation_;
35         run;
36         data gradient;
37         set mvp.grad_imput;
38         where _imputation_=&i;
39         drop observation _imputation_;
40         run;
41         proc iml;
42         use hessian; read all into J; close hessian;
43         use gradient; read all into G; close gradient;
44         use parms; read all into P; close parms;
45         K=t(G)*(G);
46         Sigma=round(inv(J)*K*inv(J),0.001);
47         create Sigma from Sigma;append from Sigma;
48         quit;
2                                                          The SAS System                               09:59 Monday, April 22, 2024

49         data cov;
50         set Sigma cov;
51         run;
52         data cov;
53         set cov;
54         where col1 is not missing;
55         run;
56         %mend sandwich_imput;
57         %sandwich_imput(i=1)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=1;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=1;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.02 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.08 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 1 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 16 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

58         %sandwich_imput(i=2)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=2;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
3                                                          The SAS System                               09:59 Monday, April 22, 2024

NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.01 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=2;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 15 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 30 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.02 seconds
      cpu time            0.00 seconds
      


NOTE: There were 30 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 30 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

59         %sandwich_imput(i=3)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=3;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=3;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      
4                                                          The SAS System                               09:59 Monday, April 22, 2024


NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 30 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 45 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 45 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 45 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

60         %sandwich_imput(i=4)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=4;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=4;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 45 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 60 observations and 15 variables.
5                                                          The SAS System                               09:59 Monday, April 22, 2024

NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 60 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 60 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

61         %sandwich_imput(i=5)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=5;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=5;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.01 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 60 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 75 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 75 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 75 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      
6                                                          The SAS System                               09:59 Monday, April 22, 2024


62         %sandwich_imput(i=6)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=6;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=6;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 75 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 90 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 90 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 90 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

63         %sandwich_imput(i=7)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=7;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.01 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
7                                                          The SAS System                               09:59 Monday, April 22, 2024

      WHERE _imputation_=7;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 90 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 105 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 105 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 105 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

64         %sandwich_imput(i=8)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=8;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.01 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=8;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
8                                                          The SAS System                               09:59 Monday, April 22, 2024

      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 105 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 120 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 120 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 120 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

65         %sandwich_imput(i=9)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=9;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=9;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.02 seconds
      cpu time            0.03 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 120 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 135 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 135 observations read from the data set WORK.COV.
9                                                          The SAS System                               09:59 Monday, April 22, 2024

      WHERE col1 is not null;
NOTE: The data set WORK.COV has 135 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      

66         %sandwich_imput(i=10)

NOTE: There were 15 observations read from the data set MVP.HESSIAN_IMPUT.
      WHERE _imputation_=10;
NOTE: The data set WORK.HESSIAN has 15 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      


NOTE: There were 1338 observations read from the data set MVP.GRAD_IMPUT.
      WHERE _imputation_=10;
NOTE: The data set WORK.GRADIENT has 1338 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

NOTE: IML Ready
NOTE: Exiting IML.
NOTE: The data set WORK.SIGMA has 15 observations and 15 variables.
NOTE: PROCEDURE IML used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 15 observations read from the data set WORK.SIGMA.
NOTE: There were 135 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV has 150 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      


NOTE: There were 150 observations read from the data set WORK.COV.
      WHERE col1 is not null;
NOTE: The data set WORK.COV has 150 observations and 15 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

67         
68         data cov_imput;
69         merge nlcovb(keep=_imputation_ row parameter) cov;
70         run;

NOTE: There were 150 observations read from the data set WORK.NLCOVB.
10                                                         The SAS System                               09:59 Monday, April 22, 2024

NOTE: There were 150 observations read from the data set WORK.COV.
NOTE: The data set WORK.COV_IMPUT has 150 observations and 18 variables.
NOTE: DATA statement used (Total process time):
      real time           0.01 seconds
      cpu time            0.00 seconds
      

71         data cov_imput;
72         set cov_imput;
73         rename
74         COL1=int1
75         col2=beta_ns1
76         col3=beta_cm1
77         col4=beta_b1
78         col5=int2
79         col6=beta_ns2
80         col7=beta_cm2
81         col8=beta_b2
82         col9=int3
83         col10=beta_ns3
84         col11=beta_cm3
85         col12=beta_b3
86         col13=r12
87         col14=r23
88         col15=r13;
89         run;

NOTE: There were 150 observations read from the data set WORK.COV_IMPUT.
NOTE: The data set WORK.COV_IMPUT has 150 observations and 18 variables.
NOTE: DATA statement used (Total process time):
      real time           0.00 seconds
      cpu time            0.00 seconds
      

90         
91         proc mianalyze parms=mvp.parms_imput covb=cov_imput wcov bcov tcov;
92         modeleffects
93         int1
94         beta_ns1
95         beta_cm1
96         beta_b1
97         int2
98         beta_ns2
99         beta_cm2
100        beta_b2
101        int3
102        beta_ns3
103        beta_cm3
104        beta_b3
105        r12
106        r13
107        r23;
108        ods output ParameterEstimates=mvp.result_imput;
109        run;

ERROR: Within-imputation COVB matrix is not symmetric for _Imputation_= 1 in the input COVB= data set.
NOTE: The SAS System stopped processing this step because of errors.
NOTE: PROCEDURE MIANALYZE used (Total process time):
11                                                         The SAS System                               09:59 Monday, April 22, 2024

      real time           0.00 seconds
      cpu time            0.00 seconds
      
WARNING: Output 'ParameterEstimates' was not created.  Make sure that the output object name, label, or path is spelled correctly.  
         Also, verify that the appropriate procedure options are used to produce the requested output object.  For example, verify 
         that the NOPRINT option is not used.

[Ksharp]

Why not post it at IML forum ?
https://communities.sas.com/t5/SAS-IML-Software-and-Matrix/bd-p/sas_iml