topic Re: Using mcmc inest = option with PROC MI in Statistical Procedures

Using mcmc inest = option with PROC MI

mprathap — Thu, 29 Apr 2021 00:23:39 GMT

Running into a strange problem:

I am trying to perform multiple imputation, save the estimates and apply that on a different dataset later.

proc mi data = rest out = rest_mi seed = 1234 nimpute = 5 noprint;
  mcmc chain = single initial = em outest = storedir.mcmc_est_parms;
  var f_:;
run;

proc mi data = test out = mi noprint;
    mcmc inest = storedir.mcmc_est_parms;
    var f_:;
run;

When I run both code within the same script one after the other, things work fine.

But when I try to run the second part in a different program I get this message:

WARNING: The INEST= data set has TYPE=, not the required TYPE=EST. INEST= option will not be used.
WARNING: The default number of imputations has been changed from 5 to 25.

Any thoughts would be appreciated

Re: Using mcmc inest = option with PROC MI

SteveDenham — Thu, 29 Apr 2021 13:56:42 GMT

As a work-around, you might consider reading mcmc_est_parms into the WORK library, and then hardcoding from TYPE= to TYPE=EST. Without seeing that particular dataset, I can't say for sure what might be happening that would make the out= option lead to the behavior you mention.

SteveDenham

Re: Using mcmc inest = option with PROC MI

SAS_Rob — Mon, 03 May 2021 11:31:12 GMT

I suspect that you have accidentally changed the data set before you use it again as it should have no bearing on whether you use it right away or not.

I would run a Proc CONTENTS right before the distant MI call to find out what is going on with the data set type. You could set it to TYPE=EST as someone else suggested previously.