Problem Note 53276: The MCMC procedure can cause SAS® to terminate when NTHREADS=2 or more
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PROC MCMC stops processing and causes SAS to terminate when all of the following conditions are met:
- The NTHREADS= option is specified with 2 or more threads.
- There is partial missing data.
- A multivariate normal distribution is specified in the MODEL or PRIOR statement with the MVN, MVNAR, or MULTNORM option.
For example, with partial missing data in WORK.A, the following code causes SAS to exit:
proc mcmc data=a seed=9 nthreads=2;
array y[5];
array b0[5] (0 0 0 0 0);
array b[5];
parms b;
prior b~mvnar(b0, sd=1, rho=0);
model y~mvnar(b, sd=1, rho=.8);
run;
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 | Microsoft® Windows® for x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 |
| z/OS | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Enterprise 32-bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Enterprise x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Pro 32-bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8 Pro x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Enterprise x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Pro | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows 8.1 Pro 32-bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2008 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2008 R2 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2008 for x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 Datacenter | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 R2 Std | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Microsoft Windows Server 2012 Std | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Enterprise 32 bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Enterprise x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Home Premium 32 bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Home Premium x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Professional 32 bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Professional x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Ultimate 32 bit | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Windows 7 Ultimate x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| 64-bit Enabled AIX | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| 64-bit Enabled Solaris | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| HP-UX IPF | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Linux for x64 | 13.1 | 13.2 | 9.4 TS1M1 | 9.4 TS1M2 | ||
| Solaris for x64 | 13.1 | 13.2 | 9.4 TS1M1 | 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#53276
With missing data and a multivariate normal distribution as the prior or in the model, the NTHREADS= option can cause PROC MCMC to terminate.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Bayesian Analysis SAS Reference ==> Procedures ==> MCMC |
| Date Modified: | 2016-07-01 10:24:48 |
| Date Created: | 2014-06-23 13:11:43 |