When the GENERAL function is used on the RANDOM statement in PROC MCMC it produces an incorrect density estimate.

There is no workaround for this problem.

Operating System and Release Information

Product Family	Product	System	Product Release		SAS Release
			Reported	Fixed*	Reported	Fixed*
SAS System	SAS/STAT	z/OS	9.3		9.3 TS1M0
		Microsoft® Windows® for x64	9.3		9.3 TS1M0
		Microsoft Windows Server 2003 Datacenter Edition	9.3		9.3 TS1M0
		Microsoft Windows Server 2003 Enterprise Edition	9.3		9.3 TS1M0
		Microsoft Windows Server 2003 Standard Edition	9.3		9.3 TS1M0
		Microsoft Windows Server 2003 for x64	9.3		9.3 TS1M0
		Microsoft Windows Server 2008	9.3		9.3 TS1M0
		Microsoft Windows Server 2008 for x64	9.3		9.3 TS1M0
		Microsoft Windows XP Professional	9.3		9.3 TS1M0
		Windows 7 Enterprise 32 bit	9.3		9.3 TS1M0
		Windows 7 Enterprise x64	9.3		9.3 TS1M0
		Windows 7 Home Premium 32 bit	9.3		9.3 TS1M0
		Windows 7 Home Premium x64	9.3		9.3 TS1M0
		Windows 7 Professional 32 bit	9.3		9.3 TS1M0
		Windows 7 Professional x64	9.3		9.3 TS1M0
		Windows 7 Ultimate 32 bit	9.3		9.3 TS1M0
		Windows 7 Ultimate x64	9.3		9.3 TS1M0
		Windows Vista	9.3		9.3 TS1M0
		Windows Vista for x64	9.3		9.3 TS1M0
		64-bit Enabled AIX	9.3		9.3 TS1M0
		64-bit Enabled HP-UX	9.3		9.3 TS1M0
		64-bit Enabled Solaris	9.3		9.3 TS1M0
		HP-UX IPF	9.3		9.3 TS1M0
		Linux	9.3		9.3 TS1M0
		Linux for x64	9.3		9.3 TS1M0
		Solaris for x64	9.3		9.3 TS1M0

* 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.

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A fix for this issue for SAS/STAT 12.1 is available at:

http://ftp.sas.com/techsup/download/hotfix/HF2/I41.html#48514

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When the GENERAL function is used on the RANDOM statement in Proc MCMC it produces an incorrect density estimate.

Type:	Problem Note
Priority:	alert
Topic:	Analytics ==> Bayesian Analysis SAS Reference ==> Procedures ==> MCMC

Date Modified:	2012-11-26 07:51:58
Date Created:	2012-11-20 10:39:05