The NORMALIZE option in the WEIGHT statement produces incorrect COVSANDWICH results


If you specify both theĀ NORMALIZE|NORM option in the WEIGHT statement and the COVSANDWICH|COVS option in the PROC PHREG statement, then the COVS results are incorrect. (The COVS results are not affected unless the /NORMALIZE, or the alias /NORM, option is specified in the WEIGHT statement.)

The affected and incorrect statistics include the COVS standard errors in the Parameter Estimates table, and subsequent statistics (chi-squares and p-values) that use the standard errors. The Score (Sandwich) and Wald (Sandwich) results in the Global Tests table are also affected.

There are no errors or warnings to indicate a problem.

There is no circumvention or workaround for this issue.