When all of the following conditions are met in the MODEL procedure:
- a BY statement is used with a SOLVE statement
- the RANDOM= option is specified in the SOLVE statement
- the ESTDATA = data set in the SOLVE statement contains different parameter estimates for different values of the BY variable
- the ESTDATA = data set in the SOLVE statement does not contain a parameter covariance matrix
the solution values are correct for the first by group, but they are incorrect for all subsequent BY groups.
To circumvent this problem, you can omit the BY statement and instead specify a separate SOLVE statement for each BY group.