MCMC Procedure

Random-effects parameter names are constructed using the formatted values rather than the unformatted values.

If the MISSING= option is not specified, PROC MCMC samples all missing values (including partial missing in some cases) by default. Observations for which the procedure failed to identify proper sampling algorithms are discarded prior to the simulation. If the MISSING= option is explicitly specified (AC or CC), the option is honored.

PROC MCMC avoids performing an optimization prior to the start of the simulation if the only sampling algorithms used in the program are conjugate or direct.

PROC MCMC now permits a model specification that has only RANDOM and MODEL statements; PRIOR and PARMS statements are no longer required in that case.