Missing No More: Using the MCMC Procedure to Model Missing Data

Missing data are often a problem in statistical modeling. The Bayesian paradigm offers a natural modelbased solution for this problem by treating missing values as random variables and estimating their posterior distributions. This paper reviews the Bayesian approach and describes how the MCMC procedure implements it. Beginning with SAS/STAT ® 12.1, PROC MCMC automatically samples all missing valu…