I got the warnings when running PROC PSMATCH: The maximum likelihood estimates for the logistic regression model might not exist. The maximum likelihood estimates are based on the last maximum likelihood iteration. I want to match my case and control (1:2) by age group, sex, region, number of major health conditions they have. The code that I use: proc psmatch data=have region=cs; class group agegrp sex region ncond; psmodel group(treated='1') = agegrp sex region ncond; match method=greedy(k=2 order=random) stat=lps caliper=0.2; output out(obs=match)=matches mathcid=_matchid lps=_lps; run; I tried collapsing the categories with small/zero counts and ran the PROC PSMATCH again, but it didn't work... Also, when I ran the logistic regression model with the same variables using PROC LOGISTIC, the model was running OK without warnings. Anyone knows what might cause that warning and have some suggestions? Thanks!
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