Question

I have a simple SAS (version 9.2) program as follows,

proc model;
cdf('normal',log(V/100)+1)=0.5;
bounds V>0;
solve V/solveprint;
run;

It throws exception that says jacobian matrix to be singular,

The Newton method Jacobian matrix of partial derivatives of the
equations with respect to the variables to be solved is singular.

What is the possible cause of this error?

Update: I have simplified the problem a bit. When modified to “cdf(‘normal’, X)=0.5”, it works without exception.

Update2: bounds is updated to V>0; but exception still there

Answer 1

What input data set are you passing to proc model? For example, this code works consistently:

data a;
 v=100;
run;

proc model data=a;
  cdf('normal',log(V/100)+1) = 0.5;
  bounds V>0;
  solve V / solveprint;
run;
quit;

And gives a solution of V=36.78794

But changing the input data somewhat (see below) will consistently give a singular Jacobian matrix error.

data a;
 v=0.00001;
run;

proc model data=a;
  cdf('normal',log(V/100)+1) = 0.5;
  bounds V>0;
  solve V / solveprint;
run;
quit;