The MCMC Procedure

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.

At the first observation, PROC MCMC executes all programming statements, including those that are enclosed by these two statements. This enables a quick update of all the symbols enclosed by the BEGINNODATA and ENDNODATA statements. The goal is to ensure that subsequent statements (for example, the MODEL statement) use symbol values that have been calculated correctly. At the last observation, PROC MCMC executes the enclosed programming statements again and adds the log of the prior density to the log of the posterior density.

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.