Resources

Documentation Example 3 for PROC MCMC

/****************************************************************/
/*          S A S   S A M P L E   L I B R A R Y                 */
/*                                                              */
/*    NAME: MCMCEX3                                             */
/*   TITLE: Documentation Example 3 for PROC MCMC               */
/*          Logistic Regression Model with Diffuse Prior        */
/* PRODUCT: STAT                                                */
/*  SYSTEM: ALL                                                 */
/*    KEYS:                                                     */
/*   PROCS: MCMC                                                */
/*    DATA:                                                     */
/*                                                              */
/* SUPPORT: Fang Chen                                           */
/*     REF: PROC MCMC, EXAMPLE 3                                */
/*    MISC:                                                     */
/****************************************************************/

/****************************************************************/
/*  Logistic Regression Model with a Diffuse Prior              */
/****************************************************************/

title 'Logistic Regression Model with a Diffuse Prior';
data beetles;
   input n y x @@;
   datalines;
6  0  25.7   8  2  35.9   5  2  32.9   7  7  50.4   6  0  28.3
7  2  32.3   5  1  33.2   8  3  40.9   6  0  36.5   6  1  36.5
6  6  49.6   6  3  39.8   6  4  43.6   6  1  34.1   7  1  37.4
8  2  35.2   6  6  51.3   5  3  42.5   7  0  31.3   3  2  40.6
;


ods graphics on;
proc mcmc data=beetles ntu=1000 nmc=20000 nthin=2 propcov=quanew
          diag=(mcse ess) outpost=beetleout seed=246810;
   ods select PostSummaries PostIntervals mcse ess TADpanel;
   parms (alpha  beta) 0;
   prior alpha beta ~ normal(0, var = 10000);
   p = logistic(alpha + beta*x);
   model y ~ binomial(n,p);
run;

proc format;
   value betafmt low-0 = 'beta <= 0' 0<-high = 'beta > 0';
run;

proc freq data=beetleout;
   tables beta /nocum;
   format beta betafmt.;
run;

proc mcmc data=beetles ntu=1000 nmc=20000 nthin=2 propcov=quanew
          outpost=beetleout seed=246810 plot=density
          monitor=(pi30 ld05 ld50 ld95);
   ods select PostSummaries PostIntervals densitypanel;
   parms (alpha  beta) 0;
   begincnst;
      c1 = log(0.05 / 0.95);
      c2 = -c1;
   endcnst;

   beginnodata;
   prior alpha beta ~ normal(0, var = 10000);
   pi30 = logistic(alpha + beta*30);
   ld05 = (c1 - alpha) / beta;
   ld50 = - alpha / beta;
   ld95 = (c2 - alpha) / beta;
   endnodata;
   pi = logistic(alpha + beta*x);
   model y ~ binomial(n,pi);
run;
ods graphics off;

data transout;
   set beetleout;
   pi30 = logistic(alpha + beta*30);
   ld05 = (log(0.05 / 0.95) - alpha) / beta;
   ld50 = (log(0.50 / 0.50) - alpha) / beta;
   ld95 = (log(0.95 / 0.05) - alpha) / beta;
run;