Problem Note 52294: The MCMC procedure might produce an incorrect deviance information criterion when you specify the NTHREADS= option and a RANDOM statement
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PROC MCMC might report an incorrect value for the deviance information criterion when the following conditions are true:
- The DIC option is specified in the PROC MCMC statement.
- The NTRHEADS=n option is specified in the PROC MCMC statement with n>1.
- A RANDOM statement is specified.
This problem occurs intermittently, and there is no clear indicator that the result is incorrect.
To circumvent the problem, specify NTHREADS=1 or omit the NTHREADS= option.
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 | 13.1 | 13.2 | 9.4 TS1M2 | |
| Microsoft® Windows® for x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8 Enterprise 32-bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8 Enterprise x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8 Pro 32-bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8 Pro x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8.1 Enterprise 32-bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8.1 Enterprise x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8.1 Pro | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 8.1 Pro 32-bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows 95/98 | 13.1 | |||||
| Microsoft Windows 2000 Advanced Server | 13.1 | |||||
| Microsoft Windows 2000 Datacenter Server | 13.1 | |||||
| Microsoft Windows 2000 Server | 13.1 | |||||
| Microsoft Windows 2000 Professional | 13.1 | |||||
| Microsoft Windows NT Workstation | 13.1 | |||||
| Microsoft Windows Server 2003 Datacenter Edition | 13.1 | |||||
| Microsoft Windows Server 2003 Enterprise Edition | 13.1 | |||||
| Microsoft Windows Server 2003 Standard Edition | 13.1 | |||||
| Microsoft Windows Server 2003 for x64 | 13.1 | |||||
| Microsoft Windows Server 2008 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows Server 2008 R2 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows Server 2008 for x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows Server 2012 Datacenter | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows Server 2012 R2 Datacenter | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows Server 2012 R2 Std | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows Server 2012 Std | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Microsoft Windows XP Professional | 13.1 | |||||
| Windows 7 Enterprise 32 bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Enterprise x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Home Premium 32 bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Home Premium x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Professional 32 bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Professional x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Ultimate 32 bit | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows 7 Ultimate x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Windows Millennium Edition (Me) | 13.1 | |||||
| Windows Vista | 13.1 | |||||
| Windows Vista for x64 | 13.1 | |||||
| 64-bit Enabled AIX | 13.1 | 13.2 | 9.4 TS1M2 | |||
| 64-bit Enabled Solaris | 13.1 | 13.2 | 9.4 TS1M2 | |||
| HP-UX IPF | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Linux for x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
| Solaris for x64 | 13.1 | 13.2 | 9.4 TS1M2 | |||
A fix for this issue for SAS/STAT 13.1_M1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/M72.html#52294
The DIC computed in PROC MCMC might be incorrect when a multithreaded analysis is performed and random effects are specified.
| Type: | Problem Note |
| Priority: | alert |
| Topic: | Analytics ==> Bayesian Analysis SAS Reference ==> Procedures ==> MCMC |
| Date Modified: | 2016-06-29 12:34:32 |
| Date Created: | 2014-02-10 14:34:24 |