Hello,
I'm trying to fit a model using PROC MCMC and output credible intervals for each parameter. I add the option ods output PostSumInt = intervals, which should output by default. Below is the code I've specified for fitting the model.
ods output Corr = mycorr
Cov = mycov
DIC = mydic
PostSummaries = myparams
Geweke = mygeweke
PostSumInt = intervals; * output ods tables of interest to datasets;
PROC MCMC
data = data SEED=9879 NMC=100000 NBI=500 MAXTUNE=50 THIN=25 STATISTICS = summary DIAGNOSTICS = GEWEKE STATS = CORR STATS = COV DIC;
ARRAY location_scale_mean[2] (0,0);
ARRAY location_scale_cov[2,2] (1,0,0,1);
ARRAY location_scale_rf[2] sub_1 sub_2;
PARMS b0=0.02 b1=0.22 b2=-0.07 b3=0.21 b4=0.13
tau0=0.17 tau1=0.11 tau2=0.13 tau3=0.21 tau4=-0.15
lp0=0.25 lp1=0.12 lp2=-1.08
cov=-0.09 ln_varScale=0.33;
BY rep_n;
WHERE rep_n < 4;
PRIOR b: ~NORMAL (0, VAR=1000);
PRIOR tau: ~NORMAL (0, VAR=1000);
PRIOR lp: ~NORMAL (0, VAR=1000);
PRIOR cov: ~NORMAL (0, VAR=1000);
PRIOR ln_varScale~NORMAL(0,VAR=1000);
varBS = EXP(lp0 + W1_c*lp1 + W2_b*lp2);
varScale = EXP(ln_varScale);
L11=SQRT(varBS);
L21=cov/L11;
L22=SQRT(varScale-L21**2);
mu = b0 + b1*X1_c + b2*X2_b + b3*W1_c + b4*W2_b + L11*sub_1;
varWS = EXP(tau0 + X1_c*tau1 + X2_b*tau2 + W1_c*tau3 + W2_b*tau4 + L21*sub_1 + L22*sub_2);
RANDOM location_scale_rf ~ mvn(location_scale_mean,location_scale_cov) SUBJECT=subj;
MODEL y ~ NORMAL(mu,var = varWS);
RUN;
ods output close;
After running this model, I get an error message that says:
WARNING: Output 'PostSumInt' was not created. Make sure that the output object name, label, or path is spelled correctly. Also,
verify that the appropriate procedure options are used to produce the requested output object. For example, verify that
the NOPRINT option is not used.
Any ideas on why this output was not created? I'm pretty sure it's spelled correctly and I can't find any required options for producing this output.
Thanks!
Madeline
