Problem Note 58544: The MCMC procedure draws incorrect samples when NTHREADS>1 and a binary prior distribution is specified in a RANDOM statement
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PROC MCMC draws from an incorrect prior distribution when you specify the NTHREADS= option with 2 or more threads and you also specify a binary distribution in a RANDOM statement. This can result in both a long processing time and incorrect posterior values.
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 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 |
| z/OS 64-bit | 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 32-bit | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 8.1 Pro x64 | 14.1 | 14.2 | 9.4 TS1M3 | 9.4 TS1M4 | ||
| Microsoft Windows 10 | 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 | ||
A fix for this issue for SAS/STAT 14.1 is available at:
https://tshf.sas.com/techsup/download/hotfix/HF2/V34.html#58544
When a multithreaded analysis is performed and a binary prior is specified in a RANDOM statement, PROC MCMC draws incorrect samples.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Bayesian Analysis SAS Reference ==> Procedures ==> MCMC |
| Date Modified: | 2017-06-28 11:08:43 |
| Date Created: | 2016-07-01 10:57:26 |