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. In other words the LogPost variable is off by a constant. The LogPrior density variable seems to be fine. Am I missing something?
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).
Fang Chen
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