Problem Note 48940: Conjugacy Sampler in PROC MCMC produces incorrect results with MISSING=CC
When the prior and posterior distributions are of the same family of distributions (called a conjugate prior) and the MISSING=CC option is specified, PROC MCMC produces incorrect results. There is currently no workaround for this problem.
Operating System and Release Information
| SAS System | SAS/STAT | z/OS | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft® Windows® for x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Datacenter Edition | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Enterprise Edition | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 Standard Edition | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2003 for x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows Server 2008 for x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Microsoft Windows XP Professional | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Enterprise 32 bit | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Enterprise x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Home Premium 32 bit | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Home Premium x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Professional 32 bit | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Professional x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Ultimate 32 bit | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows 7 Ultimate x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows Vista | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Windows Vista for x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled AIX | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled HP-UX | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| 64-bit Enabled Solaris | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| HP-UX IPF | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Linux | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Linux for x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 TS1M0 |
| Solaris for x64 | 12.1 | 12.1 | 9.3 TS1M2 | 9.4 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.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Bayesian Analysis
SAS Reference ==> Procedures ==> MCMC
|
| Date Modified: | 2013-05-01 16:37:30 |
| Date Created: | 2013-01-17 08:05:38 |
