MCMC Procedure

The MCMC procedure is now multithreaded and can take advantage of multiple processors. The NTHREADS= option in the PROC MCMC statement specifies the number of threads for simulation. When sampling model parameters, PROC MCMC allocates data into different threads and calculates the objective function by accumulating values from each one. When sampling random-effects parameters and missing data variables, PROC MCMC generates a subset of these parameters on individual threads simultaneously at each iteration. Most sampling algorithms are threaded. By default, NTHREADS=1.

PROC MCMC now permits parameters (or functions of parameters) in all truncated distributions (LOWER= and UPPER= options) in both the PRIOR and the MODEL statements.