Hackers, Bug # 16519 [1] is another report of confusion regarding trying to use parameters in improper locations - specifically the SET ROLE command within pl/pgsql. I'm re-attaching the doc patch and am adding it to the commitfest.
David J. [1] https://www.postgresql.org/message-id/16519-9ef04828d058a319%40postgresql.org
v1-doc-plpgsql-variable-usage-cleanup.patch
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