I think there is a problem with the class statement using proc MDC (type=mixedlogit). In the results, there is a parameter for the reference value, which is a non-sense. Moreover, this parameter has no standard error. I really don't get why. I know I could just create dummy variables, but I want to be sure that it's not another problem. Thanks.
Could you share the syntax and output? Perhaps on a SASHELP or a simulated data set so we can all see the problem?
I work in a secure lab so I can't copy/paste the syntax. The syntax was basic, such as:
Suppose variable "a" has 3 categories.
proc mdc;
class=a;
model y = a b c/
type=mixedlogit nchoice=10 mixed=(normalparm=a);
id id;
run;
The output is normal for the other variables. The only major bug is that there is a parameter for the reference value of the variable "a" and that parameter doesn't have standard error.
Your syntax doesn't correctly specify the reference parameterization. You need to say
class a(ref='1') / param=ref;
where '1' should be replaced by whatever level you want to use for the reference level.
I apologize. I'd go to tech support with this one. The documentation doesn't even mention the syntax you are using.
I think the documentation is not up to date. The class statement with proc MDC works with SAS 9.4 (with the bug mentionned above), but is not supported with SAS 9.1.
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