The PARMS statement lists the names of the parameters in the model and specifies optional initial values for these parameters. Multiple PARMS statements are allowed. Each PARMS statement defines a block of parameters, and the blocked Metropolis algorithm updates the parameters in each block simultaneously. See the section Blocking of Parameters for more details. PROC MCMC generates missing initial values from the prior distributions whenever needed, as long as they are the standard distributions and not the functions GENERAL or DGENERAL.

Every parameter in the PARMS statement must have a corresponding prior distribution in the PRIOR statement. The program exits if the one-to-one requirement is not satisfied.

The optional arguments give you control over different samplers explicitly for that block of parameters. The normal proposal distribution in the random walk Metropolis is the default. You can also choose a t-distribution with df degrees of freedom. If df , the normal distribution is used instead.

The user defined sampler (UDS, see the section UDS Statement) option allows you to implement a new sampler for any of the parameters in the block. PROC MCMC does not use the Metropolis sampler on these parameters and incorporates your sampler to draw posterior samples. This can sometimes greatly improve the convergence and mixing of the Markov chain. This functionality is for advanced users, and you should proceed with caution.