That message occurs when all of the predicted probabilities from the model are very close together as described in the "Rank Correlation of Observed Responses and Predicted Probabilities" section of the LOGISTIC documentation. You can save the predicted probabilities to a data set by using the P= option in the OUTPUT statement. If your model gives all observations very similar predicted probabilities then it clearly is not effective at distinguishing the response levels. Improving the model may require alteration such as treating numeric, ordinal categorical predictors as continuous or adding other predictors. If one of your parameter estimates is extremely large, then the computation of predicted probabilities may be dominated by it. This can result in all predicted probabilities being almost identical, causing this note. If some parameter estimates (or their standard errors) are very large, then you may need to remove them from the model.
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