When I tried to use the code below to run Proc MCMC, I got two warnings:
WARNING: There is still significant autocorrelation after 50 lags, and the effective sample size for the parameter pm_a might not be estimated accurately.
WARNING: There is still significant autocorrelation after 50 lags, and the effective sample size for the parameter pm_b might not be estimated accurately.
I tried removing "thin=25" or changing the value of thin, I still got these warnings. Any suggestions?
title 'Gamma Survival Model';
ods graphics on;
proc mcmc data=adtte outpost=expsurvout nmc=5025 thin=25 seed=4861
diag=(mcse ess);
ods select PostSumInt TADpanel ess mcse;
parms pm_a = 1.2 pm_b = 200;
prior pm_a ~ gamma(0.01, is=0.01);
prior pm_b ~ gamma(0.1, is=0.001);
llike = (1-cnsr)*logpdf("gamma", aval, pm_a, pm_b) +
cnsr*logsdf("gamma", aval, pm_a, pm_b);
model general(llike);
run;
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