PROC PSMATCH might print that message if an error occurs during the process of fitting the propensity score model or if the optimization method fails to converge. PROC LOGISTIC is probably using a different optimization method to fit the propensity score model, which would explain why there are no warnings in that case. If you want to match on the propensity score values predicted by PROC LOGISTIC you can create an output data set with the predicted values and then use the PSDATA statement in PROC PSMATCH to specify the pre-computed propensity score values instead of using the PSMODEL statement. The eighth example in the documentation for PROC PSMATCH demonstrates how you can match on pre-computed propensity score values.   https://go.documentation.sas.com/?docsetId=statug&docsetTarget=statug_psmatch_examples08.htm&docsetVersion=15.1&locale=en ... View more