Problem Note 62797: PROC MCMC might generate an incorrect posterior distribution when the CALL QUAD programming statement is used
When a one-dimensional integration problem is specified in the CALL QUAD subroutine in PROC MCMC, the approximation might become negative and return an incorrect result. When this happens, the posterior distribution is incorrect.
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 | Windows 7 Professional x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Professional 32 bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Home Premium x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| z/OS | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| z/OS 64-bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft® Windows® for x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8 Enterprise 32-bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8 Enterprise x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8 Pro 32-bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8 Pro x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Enterprise 32-bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Enterprise x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Pro 32-bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 8.1 Pro x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows 10 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows Server 2008 | 14.3 | | 9.4 TS1M5 | |
| Microsoft Windows Server 2008 R2 | 14.3 | | 9.4 TS1M5 | |
| Microsoft Windows Server 2008 for x64 | 14.3 | | 9.4 TS1M5 | |
| Microsoft Windows Server 2012 Datacenter | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows Server 2012 R2 Datacenter | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows Server 2012 R2 Std | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows Server 2012 Std | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Microsoft Windows Server 2016 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Enterprise 32 bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Enterprise x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Home Premium 32 bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Ultimate 32 bit | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Windows 7 Ultimate x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| 64-bit Enabled AIX | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| 64-bit Enabled Solaris | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| HP-UX IPF | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Linux for x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
| Solaris for x64 | 14.3 | 15.1 | 9.4 TS1M5 | 9.4 TS1M6 |
*
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.
One-dimensional integration using the CALL QUAD subroutine in PROC MCMC can generate incorrect results.
| Type: | Problem Note |
| Priority: | high |
| Topic: | Analytics ==> Bayesian Analysis
SAS Reference ==> Procedures ==> MCMC
|
| Date Modified: | 2020-07-31 11:32:21 |
| Date Created: | 2018-08-20 13:02:01 |
