Subsections:

This section describes the displayed output from PROC BCHOICE. For a quick reference of all ODS table names, see the section ODS Table Names. ODS tables are arranged in four groups, listed in the following sections: Model- and Data-Related ODS Tables, Sampling-Related ODS Tables, ODS Tables Related to Posterior Statistics, and ODS Tables Related to Convergence Diagnostics.

The “Model Information” table (ODS table name ModelInfo) displays basic information about the model, such as the name of the input data set, response variable, model type, sampling algorithm, burn-in size, simulation size, thinning, and random number seed. The “Model Information” table is produced irrespective of the sampling technique.

The “Model Information” table also displays the random number seed that is used to initialize the random number generators. If you repeat the analysis and specify this seed value in the SEED= option in the PROC BCHOICE statement, you get an identical stream of random numbers. This table is displayed by default.

The “Class Level Information” table (ODS table name ClassLevels) lists the levels of every variable that is specified in both the CLASS statement and the MODEL statement. You should check this information to make sure that the data are correct. You can adjust the order of the CLASS variable levels by specifying the ORDER= option in the CLASS statement. You can suppress the “Class Level Information” table completely or partially by specifying the NOCLPRINT option in the PROC BCHOICE statement.

The “Choice Sets Summary” table (ODS table name ChoiceSummary) is displayed by default and should be used to check the data entry. It shows the numbers of choice sets, the number of alternatives, and the number of chosen and unchosen alternatives. You should always check this summary table to ensure that the data are arrayed correctly. This table is displayed by default.

The “Parameters Initial” table (ODS table name ParametersInit) shows the initial value of each fixed regression coefficient. This table is not displayed by default, but you can request it by specifying the option INIT=PINIT in the MODEL statement.

PROC BCHOICE calculates some essential posterior statistics and outputs them to a number of ODS tables. Some of the ODS tables are produced by default, and you can request others by specifying an option in the PROC BCHOICE statement. For more information about the calculations, see the section Summary Statistics.

The “Posterior Summaries and Intervals” table (ODS table name PostSumInt) contains basic summary and interval statistics for each parameter. The table lists the number of posterior samples, the posterior mean and standard deviation estimates, and the highest posterior density (HPD) interval estimates. This table is displayed by default.

The “Posterior Summaries” table (ODS table name PostSummaries) contains basic statistics for each parameter. The table lists the number of posterior
samples, the posterior mean and standard deviation estimates, and the percentile estimates. This table is not displayed by
default, but you can request it by specifying the option `STATISTICS=SUM`

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The “Posterior Correlation Matrix” table (ODS table name Corr) contains the posterior correlation of model parameters. This table is not displayed by default,
but you can request it by specifying the option `STATISTICS=CORR`

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The “Posterior Covariance Matrix” table (ODS table name Cov) contains the posterior covariance of model parameters. This table is not displayed by default, but you can request it by specifying the option STATISTICS=COV.

The “Deviance Information Criterion” table (ODS table name DIC) contains the deviance information criterion (DIC) of the model. This table is not displayed by default, but you can request it by specifying the option DIC. For more information about the calculations, see the section Deviance Information Criterion (DIC).

The “Posterior Intervals” table (ODS table name PostIntervals) contains the equal-tail and highest posterior density (HPD) interval estimates for each
parameter. The default value is 0.05, and you can change it to other levels by using the STATISTICS= option. This table is not displayed by default, but you can request it by specifying the option `STATISTICS=INT`

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PROC BCHOICE provides convergence diagnostic tests that check for Markov chain convergence. The procedure produces a number of ODS tables that you can request and save individually. For information about calculation, see the section Statistical Diagnostic Tests.

The “Autocorrelations” table (ODS table name AUTOCORR) contains the first-order autocorrelations of the posterior samples for each parameter. The Parameter column states the name of the parameter. By default, PROC BCHOICE displays lag 1, 5, 10, and 50 estimates of the autocorrelations. You can request different autocorrelations by using the DIAGNOSTICS=AUTOCORR(LAGS=) option. This table is displayed by default.

The “Effective Sample Sizes” table (ODS table name ESS) calculates the effective sample size of each parameter. For more information, see the section Effective Sample Size. This table is displayed by default.

The “Monte Carlo Standard Errors” table (ODS table name MCSE) calculates the standard errors of the posterior mean estimate. For more information, see the
section Standard Error of the Mean Estimate. This table is not displayed by default, but you can request it by specifying the option `DIAGNOSTICS=MCSE`

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The “Geweke Diagnostics” table (ODS table name Geweke) lists the results of the Geweke diagnostic test. For more information, see the section Geweke Diagnostics. This table is not displayed by default, but you can request it by specifying DIAGNOSTICS=GEWEKE.

The “Heidelberger-Welch Diagnostics” table (ODS table name Heidelberger) lists the results of the Heidelberger-Welch diagnostic test. The test consists of two parts: a stationary test and a half-width test. For more information, see the section Heidelberger and Welch Diagnostics. This table is not displayed by default, but you can request it by specifying DIAGNOSTICS=HEIDEL.

The “Raftery-Lewis Diagnostics” table (ODS table name Raftery) lists the results of the Raftery-Lewis diagnostic test. For more information, see the section Raftery and Lewis Diagnostics. This table is not displayed by default, but you can request it by specifying DIAGNOSTICS=RAFTERY.