The QLIM procedure saves an incorrect output data set when the ENDOTEST option or OVERID option is specified


If the ENDOTEST or OVERID option is specified in the MODEL statement or the ENDOGENOUS statement in the QLIM procedure, and a data set is saved using the OUTEST= option in PROC QLIM statement or the OUT= option in an OUTPUT statement, the output data set contains incorrect statistics.

To circumvent the problem, specify the ENDOTEST or OVERID option in a separate PROC QLIM step from the one that contains the OUTEST = option or the OUTPUT statement.