How to Perform a Monte Carlo Simulation in sas 9.4

[fatemeh]

Hi all ,

 How to Perform a Monte Carlo Simulation in sas 9.4. for the response variable of mixed model with specific covariance structure for repeated measure design of experiments. appreciate for any help.

thanks,

[PaigeMiller · Accepted solution]

To generate random multivariate numbers from a distribution with a known covariance matrix, see https://support.sas.com/resources/papers/proceedings15/SAS1387-2015.pdf

[Reeza]

See this paper on how simulations are done in SAS. 

http://www2.sas.com/proceedings/forum2007/183-2007.pdf

Depending on what you're doing exactly some procs have bootstrapping for specific parameters as well.

Note: I've modified your subject line to remove TIP. It implies that this post is a 'tip' or reference rather than a question. 

[Ksharp]

PROC MCMC

if you want more ,check PROC IML .