SUPPORT / SAMPLES & SAS NOTES
Problem Note 40907: Non-integer priors are truncated to integers when fitting Bayesian model in PROC VARMAX
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If a Bayesian model is fit in PROC VARMAX and non-integer prior means are specified with the PRIOR=(MEAN=(....)) option in the MODEL statement, then any non-integer priors are truncated to their integer values.
For example, the same prior means will be used in the following two model specifications:
model y1 y2 / p=1 noint prior=(mean=(2.5 0.1 1.5 0.6));
model y1 y2 / p=1 noint prior=(mean=(2 0 1 0));
A fix for this issue is planned for the SAS 9.3 release.
Operating System and Release Information
| Product Family | Product | System | SAS Release | |
| Reported | Fixed* | |||
| SAS System | SAS/ETS | z/OS | 9.1 TS1M3 | 9.3 TS1M0 |
| Microsoft® Windows® for 64-Bit Itanium-based Systems | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Datacenter 64-bit Edition | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise 64-bit Edition | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP 64-bit Edition | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows 2000 Advanced Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Datacenter Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Server | 9.1 TS1M3 | |||
| Microsoft Windows 2000 Professional | 9.1 TS1M3 | |||
| Microsoft Windows NT Workstation | 9.1 TS1M3 | |||
| Microsoft Windows Server 2003 Datacenter Edition | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Enterprise Edition | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows Server 2003 Standard Edition | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Microsoft Windows XP Professional | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Windows Vista | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Windows Vista for x64 | 9.1 TS1M3 | 9.3 TS1M0 | ||
| 64-bit Enabled AIX | 9.1 TS1M3 | 9.3 TS1M0 | ||
| 64-bit Enabled HP-UX | 9.1 TS1M3 | 9.3 TS1M0 | ||
| 64-bit Enabled Solaris | 9.1 TS1M3 | 9.3 TS1M0 | ||
| HP-UX IPF | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Linux | 9.1 TS1M3 | 9.3 TS1M0 | ||
| OpenVMS Alpha | 9.1 TS1M3 | 9.3 TS1M0 | ||
| Tru64 UNIX | 9.1 TS1M3 | 9.3 TS1M0 | ||