"suffyan.koroma@fao.org" <suffyan.koroma@FAO.ORG> wrote: > Does anyone have a SAS code to perform Markov Chain Monte Carlo (MCMC). > Please respond. The experimental M1 procedure is not satisfactory.

I assume you mean the MI procedure. [The M1 is a rifle. :-] Yes, it is 'experimental' in V8. Yes, it is not complete in all senses of multiple imputation.

Version 9 PROC MI will have MCMC [if I remember correctly what Maura Stokes said]. But do you have the underlying structure that makes MCMC the right choice? Is your data MCAR? MAR? None of the above? Is multiple imputation appropriate for your situation? I only ask because I regularly work with samples for which any imputation choices are generally in error - the missing data are typically not definable as coming from the exact same population as the non-missing data, so even assuming that the same population of values can be used is problematic.

For now, if MCMC is the right choice for your imputation problem, you will have to code it up yourself. Or talk to SAS and try to get an Early Adopter copy so that you can use version 9 ASAP.

Sorry, David -- David Cassell, CSC Cassell.David@epa.gov Senior computing specialist mathematical statistician