The MCMC Procedure
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Overview
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Getting Started
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Syntax
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DetailsHow PROC MCMC WorksBlocking of ParametersSampling MethodsTuning the Proposal DistributionDirect SamplingConjugate SamplingInitial Values of the Markov ChainsAssignments of ParametersStandard DistributionsUsage of Multivariate DistributionsSpecifying a New DistributionUsing Density Functions in the Programming StatementsTruncation and CensoringSome Useful SAS FunctionsMatrix Functions in PROC MCMCCreate Design MatrixModeling Joint LikelihoodRegenerating Diagnostics PlotsCaterpillar PlotAutocall Macros for PostprocessingGamma and Inverse-Gamma DistributionsPosterior Predictive DistributionHandling of Missing DataFunctions of Random-Effects ParametersFloating Point Errors and OverflowsHandling Error MessagesComputational ResourcesDisplayed OutputODS Table NamesODS Graphics
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ExamplesSimulating Samples From a Known DensityBox-Cox TransformationLogistic Regression Model with a Diffuse PriorLogistic Regression Model with Jeffreys’ PriorPoisson RegressionNonlinear Poisson Regression ModelsLogistic Regression Random-Effects ModelNonlinear Poisson Regression Multilevel Random-Effects ModelMultivariate Normal Random-Effects ModelMissing at Random AnalysisNonignorably Missing Data (MNAR) AnalysisChange Point ModelsExponential and Weibull Survival AnalysisTime Independent Cox ModelTime Dependent Cox ModelPiecewise Exponential Frailty ModelNormal Regression with Interval CensoringConstrained AnalysisImplement a New Sampling AlgorithmUsing a Transformation to Improve MixingGelman-Rubin Diagnostics
- References
BEGINNODATA ;
ENDNODATA ;
BEGINPRIOR ;
ENDPRIOR ;
The BEGINNODATA and ENDNODATA statements define a block within which PROC MCMC processes the programming statements without stepping through the entire data set. The programming statements are executed only twice: at the first and the last observation of the data set. The BEGINNODATA and ENDNODATA statements are best used to reduce unnecessary observation-level computations. Any computations that are identical to every observation, such as transformation of parameters, should be enclosed in these statements.
At the first observation, PROC MCMC executes all programming statements, including those that are enclosed by these two statements. This enables a quick update of all the symbols enclosed by the BEGINNODATA and ENDNODATA statements. The goal is to ensure that subsequent statements (for example, the MODEL statement) use symbol values that have been calculated correctly. At the last observation, PROC MCMC executes the enclosed programming statements again and adds the log of the prior density to the log of the posterior density.
The BEGINPRIOR and ENDPRIOR statements are aliases for the BEGINNODATA and ENDNODATA statements, respectively. You can enclose PRIOR statements in the BEGINNODATA and ENDNODATA statements.