If BY-group processing is performed when fitting a model, PROC MODEL uses the default or user-specified starting values only for the first BY-group. For all subsequent BY-groups, the procedure uses the final parameter estimates from the previous BY-group as starting values for the current BY-group. This may lead to convergence problems or execution errors for later BY-groups.

To circumvent the problem, specify starting values with the START= option on the FIT statement, rather than with the PARMS statement.