Programming the statistical procedures from SAS

How to set initial values for many parameters in PROC MCMC?

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How to set initial values for many parameters in PROC MCMC?

There are parameters as many as the samples in models with latent variable such as state space model. How to set the initial values of latent variable treated as paremters? I try to use macro variable to set the inital valuses. My question is : Variable can be used in PARMS statements?  For example:

PARMS h x;

Thanks !

                 Steve from SHUFE in Shanghai.

Regular Contributor
Posts: 152

Re: How to set initial values for many parameters in PROC MCMC?

Read the documentation for the PARMS statement in PROC MCMC (available at the SAS Internet site).  To specify multiple initial parameters using the PARMS statement, precede this statement with an ARRAY statement that specifies the number of parameters you want to initialize.  The documentation shows the following example:

    ARRAY mu [3];

    PARMS mu {1 2 3};

Note that brackets are used in the ARRAY statement and that braces are used in the PARMS statement.

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