Problem Note 56482: PROC MCMC might generate an incorrect posterior distribution when modeling missing data
If the UDS statement is specified in PROC MCMC and the user defined sampler is used to model missing values, the posterior distribution of the response might be incorrect. The incorrect results occur intermittently.
Click the Hot Fix tab in this note to access the hot fix for this issue.
Operating System and Release Information
| SAS System | SAS/STAT | z/OS | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Z64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft® Windows® for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8 Enterprise 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8 Enterprise x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8 Pro 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8 Pro x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Enterprise 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Enterprise x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Pro | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows 8.1 Pro 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2008 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2008 R2 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2008 for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 Datacenter | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 R2 Datacenter | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 R2 Std | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Microsoft Windows Server 2012 Std | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Enterprise 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Enterprise x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Home Premium 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Home Premium x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Professional 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Professional x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Ultimate 32 bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Windows 7 Ultimate x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| 64-bit Enabled AIX | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| 64-bit Enabled Solaris | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| HP-UX IPF | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Linux for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| Solaris for x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
*
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.
If a user defined sampler is used to model missing values in PROC MCMC, the posterior distribution of the response might be incorrect.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Bayesian Analysis
SAS Reference ==> Procedures ==> MCMC
|
| Date Modified: | 2017-06-28 11:16:54 |
| Date Created: | 2015-08-24 12:09:37 |
