turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

Find a Community

- Home
- /
- Analytics
- /
- Stat Procs
- /
- Proc logistic warning: The information matrix is s...

Topic Options

- Subscribe to RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

02-29-2012 07:12 PM

Hi,

I have ran a model using PROC LOGISTIC. However, SAS reported the message that: WARNING: The information matrix is singular and thus the convergence is questionable.

I am wondering how seriousness this problem is. Should I just ignore this warning messsage and use the results or is there any other procedure that I need to use?

Thanks,

Ashwini

Accepted Solutions

Solution

06-30-2017
12:36 PM

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

02-29-2012 09:00 PM

Do not ignore that warning. It can occur when you have many independent variables and some are determined by the others (or nearly). For example, you may have categorical factor SITE with values "siteA" and "siteB" and continuous factor TEMPERATURE with value 20 at siteA and 25 at siteB. Then the two factors contain basically the same information and if you include them both in your regression, SAS will hit a mathematical problem and issue a warning. This is called overdetermination, it is only one kind of situation that can cause the warning you got. More importantly, the parameter estimates that were produced may be strongly biased and their standard errors grossly inflated. It is better that you identify the source of the problem and get rid of the warning.

PROC FREQ or PROC TABULATE are good tools for this kind of investigation.

Good luck.

PG

PG

All Replies

Solution

06-30-2017
12:36 PM

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

02-29-2012 09:00 PM

Do not ignore that warning. It can occur when you have many independent variables and some are determined by the others (or nearly). For example, you may have categorical factor SITE with values "siteA" and "siteB" and continuous factor TEMPERATURE with value 20 at siteA and 25 at siteB. Then the two factors contain basically the same information and if you include them both in your regression, SAS will hit a mathematical problem and issue a warning. This is called overdetermination, it is only one kind of situation that can cause the warning you got. More importantly, the parameter estimates that were produced may be strongly biased and their standard errors grossly inflated. It is better that you identify the source of the problem and get rid of the warning.

PROC FREQ or PROC TABULATE are good tools for this kind of investigation.

Good luck.

PG

PG

- Mark as New
- Bookmark
- Subscribe
- Subscribe to RSS Feed
- Highlight
- Email to a Friend
- Report Inappropriate Content

03-02-2012 04:05 PM

That certainly helps.. thanks much!