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.