Problem Note 48045: PROC MCMC exits unexpectedly
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PROC MCMC exits without any explanation when the hyperparameters of a random effect are in the functional form of a regression model. For example the random effect alpha is defined such that its hyperparameters are constructed using a regression model:
mu = a * x1 + b * x2;
random alpha ~ n(mu, sd=1) subject=i;
This definition of the hyperparameter mu causes PROC MCMC to terminate.
There is no circumvention for this problem.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | SAS/STAT | z/OS | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 |
| Microsoft® Windows® for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2003 for x64 | 12.1 | 9.3 TS1M2 | ||||
| Microsoft Windows Server 2008 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Microsoft Windows XP Professional | 12.1 | 9.3 TS1M2 | ||||
| Windows 7 Enterprise 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Enterprise x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Home Premium 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Home Premium x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Professional 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Professional x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Ultimate 32 bit | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows 7 Ultimate x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Windows Vista | 12.1 | 9.3 TS1M2 | ||||
| Windows Vista for x64 | 12.1 | 9.3 TS1M2 | ||||
| 64-bit Enabled AIX | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| 64-bit Enabled HP-UX | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| 64-bit Enabled Solaris | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| HP-UX IPF | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Linux | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Linux for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
| Solaris for x64 | 12.1 | 13.1 | 9.3 TS1M2 | 9.4 TS1M1 | ||
A fix for this issue for SAS/STAT 12.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/I41.html#48045
PROC MCMC terminates without any explanation when the hyperparameters of a random effect are in the functional form of a regression model.
| Type: | Problem Note |
| Priority: | alert |
| Date Modified: | 2016-06-09 14:25:29 |
| Date Created: | 2012-10-01 10:15:59 |