Turn on suggestions

Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.

Showing results for

- Home
- /
- Programming
- /
- SAS Procedures
- /
- Proc MCMC Error: doesn't produce a positive log likelihood in SAS Univ...

Options

- RSS Feed
- Mark Topic as New
- Mark Topic as Read
- Float this Topic for Current User
- Bookmark
- Subscribe
- Mute
- Printer Friendly Page

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

Posted 06-30-2016 09:37 AM
(1464 views)

Hi,

I am applying MCMC in SAS University edition, I got the error that the log likelihood is not positive.

This is a part of the code.

```
p= A**(x+B)**C + D*exp(-1*E*(log(x)-log(F))**2) + G*(H**x)/(1+G*(H**x));
model y ~ binomial(n,p);
```

A to H are parameters which have prior distribution of uniform.

Thanks.

2 REPLIES 2

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

What is the range and typical values of x? Obviously x must be greater than 0, but also x > B so that the expression (x-B)**C is defined. Is B always bounded above by some B0 and x > B0? Otherwise you're going to have problems.

It also looks like it is possible to choose parameters such that p is greater than 1, which will cause problems in the binomial(n,p) computation.

What are you trying to accomplish?

- Mark as New
- Bookmark
- Subscribe
- Mute
- RSS Feed
- Permalink
- Report Inappropriate Content

x is age grouped in five years, it ranges from 0 to 110 (eg. 0,5,10,...110). B ranges from 0 to 1. The exponent is (x+B) not (x-B) so it is always defined.

It rarely happens in the models that p is greater than 1 but anyway I put a condition that if it is greater than 1 then substitute with 0.999.

I am trying to approximate a posterior distribution of the parameters (A to H) through slice sampling or Metropolis Hastings method. but the problem here is that the deaths is binomial and the prior distributions are not for the probability of success of the binomial, they are for the parameters that are in Heligman Pollard model (the p equation).

Sorry for replying late and thank you for your time.

**SAS Innovate 2025** is scheduled for May 6-9 in Orlando, FL. Sign up to be **first to learn** about the agenda and registration!

What is Bayesian Analysis?

Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.

Find more tutorials on the SAS Users YouTube channel.

Ready to level-up your skills? Choose your own adventure.