Hi All, I am trying to run the Bayesian hierarchical analysis example shown here in the SAS help: SAS/STAT Software Examples: Bayesian Hierarchical Modeling for Meta-Analysis PROC MCMC Code: proc mcmc data=multistudies outpost=nlout seed=276 nmc=50000 thin=5 monitor=(OR Pooled); array OR[22]; parms mu tau2; prior mu ~ normal(0, sd=3); prior tau2~ igamma(0.01,s=0.01); random theta ~n(mu, var=tau2) subject=studyid; OR[studyid]=exp(theta); Pooled=exp(mu); model logy ~ n(theta, var=sigma2); run; ... but I get the following error message: ERROR: The initial value 0 for the parameter tau2 is outside of the prior distribution support set. NOTE: The prior of tau2 is Inv-GAMMA. NOTE: The distribution has a support set of (0, Infinity). NOTE: The SAS System stopped processing this step because of errors. Can anybody enlighten me as to why this is happening? I also get an error when I change the tau2 prior to another distribution (uniform, lognormal, etc) and it only seems to work when I remove the tau2 prior altogether (which obviously isn't desirable). I'm using SAS 9.4. Any advice would be greatly appreciated. Thanks, Charles.
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