Hi Rick @Rick_SAS, the syntax is as below. proc hpgenselect data=subset; where HoldOut=0; class GeogKey ; id prodkey geogkey week; ods output parameterestimates = est0 ConvergenceStatus=ConvgStatus ; model &dep (event='1') = GeogKey &explanatoryvars /dist=Binary link=logit NoInt ; weight OBSWGT; output out=PredData predicted=Pred_&dep ; run; @JacobSimonsen Nonparameterizing class variables cannot be an option for this project. I agree with you @ballardw that this is very likely to be data issue, but all the invariant variables are dropped before this procedure. My question at this point is how optimization could converge eventhough it could not calculate Hessian (my understanding is that the default optimization technique is second derivative method). Many thanks for all of your help.
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