The BEGINNODATA and ENDNODATA statements define a block within which PROC MCMC processes the programming statements without stepping through the entire data set. The programming statements are executed only twice: at the first and the last observation of the data set. The BEGINNODATA and ENDNODATA statements are best used to reduce unnecessary observation-level computations. Any computations that are identical to every observation, such as transformation of parameters, should be enclosed in these statements.

The BEGINPRIOR and ENDPRIOR statements are aliases for the BEGINNODATA and ENDNODATA statements, respectively. You can enclose PRIOR statements in the BEGINNODATA and ENDNODATA statements.