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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 FamilyProductSystemProduct ReleaseSAS Release
ReportedFixed*ReportedFixed*
SAS SystemSAS/STATz/OS12.113.19.3 TS1M29.4 TS1M1
Microsoft® Windows® for x6412.113.19.3 TS1M29.4 TS1M1
Microsoft Windows Server 2003 Datacenter Edition12.19.3 TS1M2
Microsoft Windows Server 2003 Enterprise Edition12.19.3 TS1M2
Microsoft Windows Server 2003 Standard Edition12.19.3 TS1M2
Microsoft Windows Server 2003 for x6412.19.3 TS1M2
Microsoft Windows Server 200812.113.19.3 TS1M29.4 TS1M1
Microsoft Windows Server 2008 for x6412.113.19.3 TS1M29.4 TS1M1
Microsoft Windows XP Professional12.19.3 TS1M2
Windows 7 Enterprise 32 bit12.113.19.3 TS1M29.4 TS1M1
Windows 7 Enterprise x6412.113.19.3 TS1M29.4 TS1M1
Windows 7 Home Premium 32 bit12.113.19.3 TS1M29.4 TS1M1
Windows 7 Home Premium x6412.113.19.3 TS1M29.4 TS1M1
Windows 7 Professional 32 bit12.113.19.3 TS1M29.4 TS1M1
Windows 7 Professional x6412.113.19.3 TS1M29.4 TS1M1
Windows 7 Ultimate 32 bit12.113.19.3 TS1M29.4 TS1M1
Windows 7 Ultimate x6412.113.19.3 TS1M29.4 TS1M1
Windows Vista12.19.3 TS1M2
Windows Vista for x6412.19.3 TS1M2
64-bit Enabled AIX12.113.19.3 TS1M29.4 TS1M1
64-bit Enabled HP-UX12.113.19.3 TS1M29.4 TS1M1
64-bit Enabled Solaris12.113.19.3 TS1M29.4 TS1M1
HP-UX IPF12.113.19.3 TS1M29.4 TS1M1
Linux12.113.19.3 TS1M29.4 TS1M1
Linux for x6412.113.19.3 TS1M29.4 TS1M1
Solaris for x6412.113.19.3 TS1M29.4 TS1M1
* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.