Error Floating Point Overflow. Sas
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Floating Point Overflow Sas Proc Import
Browse by Topic Search Samples Search Usage Notes Search Installation Notes Search Problem Notes Focus Areas Problem Note 42826: Floating Point Overflow might occur in PROC MIXED with PRIOR statement
If any of the estimated covariance parameters are negative, the use of the METHOD=TYPE1, METHOD=TYPE2 or METHOD=TYPE3 option floating point overflow error in the PROC MIXED statement along with the PRIOR statement may result in messages such as: ERROR: Floating Point Overflow. ERROR: Termination due to Floating Point Exception. NOTE: The SAS System stopped processing this step because of errors. There is no circumvention for this problem when it occurs. Click the Hot Fix tab in this note to access the hot fix for this issue. Operating System and Release InformationProduct FamilyProductSystemSAS ReleaseReportedFixed*SAS SystemSAS/STATz/OS9.2 TS2M39.3 TS1M0Microsoft® Windows® for 64-Bit Itanium-based Systems9.2 TS2M39.3 TS1M0Microsoft Windows Server 2003 Datacenter 64-bit Edition9.2 TS2M39.3 TS1M0Microsoft Windows Server 2003 Enterprise 64-bit Edition9.2 TS2M39.3 TS1M0Microsoft Windows XP 64-bit Edition9.2 TS2M39.3 TS1M0Microsoft® Windows® for x649.2 TS2M39.3 TS1M0Microsoft Windows Server 2003 Datacenter Edition9.2 TS2M39.3 TS1M0Microsoft Windows Server 2003 Enterprise Edition9.2 TS2M39.3 TS1M0Microsoft Windows Server 2003 Standard Edition9.2 TS2M39.3 TS1M0Microsoft Windows Server 2003 for x649.2 TS2M39.3 TS1M0Microsoft Windows Server 20089.2 TS2Mposterior density). These calculations might lead to arithmetic exceptions and overflows. A typical cause of these problems is parameters with widely varying scales. If the posterior variances of floating point overflow c++ your parameters vary by more than a few orders of magnitude, the error: floating point overflow. error: termination due to floating point exception numerical stability of the optimization problem can be severely reduced and can result in computational difficulties. A simple remedy is sas 9.4 error: termination due to floating point exception to rescale all the parameters so that their posterior variances are all approximately equal. Changing the SCALE= option might help if the scale of your parameters is much different than one. Another http://support.sas.com/kb/42826 source of numerical instability is highly correlated parameters. Often a model can be reparameterized to reduce the posterior correlations between parameters. If parameter rescaling does not help, consider the following actions: provide different initial values or try a different seed value use boundary constraints to avoid the region where overflows might happen change the algorithm (specified in programming statements) that computes the objective function Problems https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/statug_mcmc_sect036.htm Evaluating Code for Objective Function The initial values must define a point for which the programming statements can be evaluated. However, during simulation, the algorithm might iterate to a point where the objective function cannot be evaluated. If you program your own likelihood, priors, and hyperpriors by using SAS statements and the GENERAL function in the MODEL, PRIOR, AND HYPERPRIOR statements, you can specify that an expression cannot be evaluated by setting the value you pass back through the GENERAL function to missing. This tells the PROC MCMC that the proposed set of parameters is invalid, and the proposal will not be accepted. If you use the shorthand notation that the MODEL, PRIOR, AND HYPERPRIOR statements provide, this error checking is done for you automatically. Long Run Times PROC MCMC can take a long time to run for problems with complex models, many parameters, or large input data sets. Although the techniques used by PROC MCMC are some of the best available, they are not guaranteed to converge or proceed quickly for all problems. Ill-posed or misspecified models can cause the algorithms to use more extensive calculations designed to achieve convergence, and
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