When the PARAM=GLM option is used to induce GLM parameterization for a variable in the CLASS statement, it is possible for the last level's parameter estimate to be nonzero. When this happens a warning that the information matrix is singular appears in the displayed output. Note that with GLM parameterization, this estimate should always be zero. Statistics relating to the overall model are unaffected, but statistics related to individual parameter estimates, such as the odds ratios, are also incorrect.

To circumvent this problem, use the SINGULAR=1E-8 option in the MODEL statement.