Example 9.8: Saving and Using Parameters for MCMC

The MI Procedure

Example 9.8: Saving and Using Parameters for MCMC

This example uses the MCMC method with multiple chains as specified in Example 9.4. It saves the parameter values used for each imputation in an output data set of type EST. This output data set can then be used to impute missing values in other similar input data sets. The following statements invoke the MI procedure and specify the MCMC method with multiple chains to create three imputations.

   proc mi data=FitMiss seed=55417 nimpute=3 mu0=50 10 180 noprint;
      mcmc chain=multiple outest=miest;   
      var Oxygen RunTime RunPulse; 
   run;

The following statements list the parameters used for the imputations. Note that the data set includes observations with _TYPE_=`SEED' containing the seed to start the next random number generator.

   proc print data=miest;
      title 'Parameters for the Imputations';
   run;

Output 9.8.1: OUTEST Data Set

Parameters for the Imputations

Obs	_Imputation_	_TYPE_	_NAME_	Oxygen	RunTime	RunPulse
1	1	SEED		2099769086.00	2099769086.00	2099769086.00
2	1	PARM		49.31	10.00	172.19
3	1	COV	Oxygen	32.05	-7.47	-28.32
4	1	COV	RunTime	-7.47	2.41	6.75
5	1	COV	RunPulse	-28.32	6.75	128.61
6	2	SEED		419117425.00	419117425.00	419117425.00
7	2	PARM		47.49	10.43	171.58
8	2	COV	Oxygen	41.02	-8.60	-34.29
9	2	COV	RunTime	-8.60	2.25	7.61
10	2	COV	RunPulse	-34.29	7.61	142.94
11	3	SEED		535522494.00	535522494.00	535522494.00
12	3	PARM		45.98	10.82	172.45
13	3	COV	Oxygen	43.24	-9.90	8.14
14	3	COV	RunTime	-9.90	2.75	-2.72
15	3	COV	RunPulse	8.14	-2.72	218.32

The following statements invoke the MI procedure and use the INEST= option in the MCMC statement.

   proc mi data=FitMiss;
      mcmc inest=miest;   
      var Oxygen RunTime RunPulse; 
   run;

Output 9.8.2: Model Information

The MI Procedure

Model Information
Data Set	WORK.FITMISS
Method	MCMC
INEST Data Set	WORK.MIEST
Number of Imputations	3

The remaining tables for the example are identical to the tables in Example 9.4.

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