The MCMC Procedure

ODS Table Names

PROC MCMC assigns a name to each table it creates. You can use these names to refer to the table when you use the Output Delivery System (ODS) to select tables and create output data sets. These names are listed in Table 61.48. For more information about ODS, see Chapter 21: Statistical Graphics Using ODS.

Table 61.48: ODS Tables Produced in PROC MCMC

ODS Table Name

Description

Statement or Option

AutoCorr

Autocorrelation statistics for each parameter

DIAGNOSTICS=AUTOCORR

BurnInHistory

History of burn-in phase sampling

MCHISTORY=BRIEF | DETAILED

ConvergenceStatus

Optimization convergence status

PROPCOV=method(ITPRINT)

Corr

Correlation matrix of the posterior samples

STATS=CORR

Cov

Covariance matrix of the posterior samples

STATS=COV

DIC

Deviance information criterion

DIC

ESS

Effective sample size for each parameter

Default

MCSE

Monte Carlo standard error for each parameter

DIAGNOSTICS=MCSE

Geweke

Geweke diagnostics for each parameter

DIAGNOSTICS=GEWEKE

Heidelberger

Heidelberger-Welch diagnostics for each parameter

DIAGNOSTICS=HEIDEL

InputOptions

Optimization input table

PROPCOV=method(ITPRINT)

IterHist

Optimization iteration history

PROPCOV=method(ITPRINT)

IterStop

Optimization results table

PROPCOV=method(ITPRINT)

MissDataInfo

Response variable, number of missing observations, missing observation indices, and sampling algorithm

Default with sampling of missing values

NObs

Number of observations

Default

OptiEstimates

Parameter values after either optimization

PROPCOV=method(ITPRINT)

OptiCov

Covariance used in proposal distribution after optimization

PROPCOV=method(ITPRINT)

Parameters

Summary of the PARMS, BLOCKING, PRIOR, sampling method, and initial value specification

Default

ParametersInit

Parameter values after the tuning phase

INIT=PINIT

PosteriorSample

Posterior samples for each parameter

(For ODS output data set only)

PostIntervals

Equal-tail and HPD intervals for each parameter

STATISTICS=INTERVAL

PostSumInt

Basic posterior statistics for each parameter, including sample size, mean, standard deviation, and HPD intervals

Default

PostSummaries

Basic posterior statistics for each parameter, including sample size, mean, standard deviation, and percentiles

STATISTICS=SUMMARY

PredIntervals

Equal-tail and HPD intervals for each prediction

Default with any PREDDIST statement

PredSummaries

Basic posterior statistics for each prediction

Default with any PREDDIST statement

ProblemDescription

Optimization table

PROPCOV=method(ITPRINT)

REObsInfo

Random effect, subject values, number of observations in each unique subject value, and corresponding observation indices

REOBSINFO

REParameters

Random effect, sampling method, subject variable, number of subjects, unique values of the subject variable, and prior distribution of the random effect

Default with any RANDOM statement

Raftery

Raftery-Lewis diagnostics for each parameter

DIAGNOSTICS=RAFTERY

SamplingHistory

History of main phase sampling

MCHISTORY=BRIEF | DETAILED

TuneCov

Proposal covariance matrix (for continuous parameters) after the tuning phase

INIT=PINIT

TuneP

Proposal probability vector (for discrete parameters) after the tuning phase

INIT=PINIT and DISCRETE=GEO

TuningHistory

History of proposal distribution tuning

MCHISTORY=BRIEF | DETAILED