I'm experimenting with proc mcmc in SAS EG to build ERS and MRS for MNRM(multidimensional nominal response model).
I've referenced the following paper:Using SAS PROC MCMC for Item Response Theory Models Using SAS PROC MCMC for Item Response Theory Models - PMC (nih.gov)
Hello,
It might have something to do with missing values.
Try using INITIAL= option in MODEL statement of PROC MCMC.
SAS/STAT 15.3 User's Guide
The MCMC Procedure
MODEL Statement
https://go.documentation.sas.com/doc/en/pgmsascdc/9.4_3.5/statug/statug_mcmc_syntax09.htm
Also possible (didn't check your code very well).
Prior distribution for sigma (variance) is specified as normal.
In this case, it might be possible to have negative variance, which results in problem for calculating log-likelihood.
Modify into other prior distribution, which has range above zero.
BR, Koen
It's always a good idea to show the error in the log.
I don't see the variables z1-z5 in the program, although they could be in the input data set. Should the equation for p[k] be
p[k] = z[k]/(z[1]+z[2]+z[3]+z[4]+z[5]);
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