Here is what we got back from SAS Technical Support. Hurray, one tiny little speck of mortar added to the brick wall of science. Hi Donna: This does appear to be a defect in FREQ. In this particular case (where tauB=1 and ASE=0), PRO FREQ displays the one-sided p-value as the left-sided p-value (Pr <= t), which is indeed 1 when tauB=1 (obviously, because the range of tauB is between -1 and 1). But PROC FREQ should display the right-sided p-value (Pr >= t) when t > 0. A work-around to get the value of (Pr >= t) for this example is to specify the POINT option in the EXACT statement. In this example where tauB=1, (Pr >= t) = (Pr = t), which means that the one-sided p-value (Pr >=t) is identical to the point probability (Pr = t). Thank you for bringing this to our attention. I will make sure that it gets fixed.
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