Hello there, I've tried a simple regression on both SAS and Winbugs, but SAS generated different estimates everytime I hit "run" even though I didn't change any values (just press "run" again and again), while Winbugs gave me quite stable results. Here is my SAS code, would someone tell me anything I missed in the program? Or SAS MCMC itself is not functioning well? Thank you. =============================== Data Base; Input ID $ Y X_mu X_sigma; Datalines; A 15 4 1.1 B 8 1.2 0.8 C 12 2.8 1 ; run; Proc MCMC Data=base nmc=10000 Autocorlag=10000 thin=1 nbi=10000 monitor = (intercept beta X); Parms intercept beta X; Model Y ~ normal(Intercept + beta * X , sd=1); Prior Intercept ~ normal(0, sd=100); Prior beta ~ normal(0, sd=100); Prior X ~ lognormal(X_mu, sd= X_sigma); Run; =================================== For running five times, SAS generated estimates of beta as -1.3, 7.8, -2.3, 0.4, 2.3 (and kept changing...), and Winbugs generated a stable range 0.70, 0.75, 0.70, 0.70, 0.70.
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