topic Posterior density estimates from OUTPOST= in PROC MCMC in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Posterior-density-estimates-from-OUTPOST-in-PROC-MCMC/m-p/52325#M2395 <HTML><HEAD></HEAD><BODY><P>Yes, you are correct. The LOGPOST variable is not normalized w.r.t. the parameters. It is simply the sum of the log of the likelihood + prior evaluated at each iteration (drawn of parameters). </P><P>Fang Chen</P></BODY></HTML> Fri, 02 Mar 2012 14:22:06 GMT fnchen 2012-03-02T14:22:06Z Posterior density estimates from OUTPOST= in PROC MCMC https://communities.sas.com/t5/Statistical-Procedures/Posterior-density-estimates-from-OUTPOST-in-PROC-MCMC/m-p/52324#M2394 <HTML><HEAD></HEAD><BODY><P>It appears that one must calculate a normalizing constant (in a DATA step for example) for the posterior density estimates given with the OUTPOST= option of PROC MCMC.&nbsp; In other words the LogPost variable is off by a constant.&nbsp; The LogPrior density variable seems to be fine.&nbsp; Am I missing something?</P><P></P><P>I'm using SAS 9.2 TS Level 2M2.</P><P></P><P>Thanks,</P><P></P><P>Jim</P></BODY></HTML> Mon, 13 Feb 2012 00:21:33 GMT https://communities.sas.com/t5/Statistical-Procedures/Posterior-density-estimates-from-OUTPOST-in-PROC-MCMC/m-p/52324#M2394 jbaldwin 2012-02-13T00:21:33Z Posterior density estimates from OUTPOST= in PROC MCMC https://communities.sas.com/t5/Statistical-Procedures/Posterior-density-estimates-from-OUTPOST-in-PROC-MCMC/m-p/52325#M2395 <HTML><HEAD></HEAD><BODY><P>Yes, you are correct. The LOGPOST variable is not normalized w.r.t. the parameters. It is simply the sum of the log of the likelihood + prior evaluated at each iteration (drawn of parameters). </P><P>Fang Chen</P></BODY></HTML> Fri, 02 Mar 2012 14:22:06 GMT https://communities.sas.com/t5/Statistical-Procedures/Posterior-density-estimates-from-OUTPOST-in-PROC-MCMC/m-p/52325#M2395 fnchen 2012-03-02T14:22:06Z