The differences you get are most likely due to differences in parameterisations. Not the same interaction levels are estimated in both fits. Look as this simple example: data cars; length ab ba $4; set sashelp.cars; a = cylinders <= 4; b = drivetrain = "Front"; cheap = MSRP <= 30000; ab = cats("a",a,"b",b); ba = cats("b",b,"a",a); run; title "a|b"; proc logistic data=cars; class a b; model cheap = a|b; ods output parameterEstimates=a_b; run; title "a b ab"; proc logistic data=cars; class a b ab; model cheap = a b ab; ods output parameterEstimates=ab; run; title "a b ba"; proc logistic data=cars; class a b ba; model cheap = a b ba; ods output parameterEstimates=ba; run; data parmEstimates; length model classVal0 classVal1 $4; set a_b ab ba indsname=ds; model = scan(ds,2,"."); where DF > 0; run; title "Parameter estimates for the three parameterisations"; proc print data=parmEstimates noobs; run; Check which levels of a and b are estimated in each model. PG ... View more