Documentation Example 7 for PROC MCMC
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/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: MCMCEX7 */
/* TITLE: Documentation Example 7 for PROC MCMC */
/* Logistic Regression Random-Effects Model */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: */
/* PROCS: MCMC */
/* DATA: */
/* */
/* SUPPORT: Fang Chen */
/* REF: PROC MCMC, EXAMPLE 7 */
/* MISC: */
/****************************************************************/
title 'Logistic Regression Random-Effects Model';
data seeds;
input r n seed extract @@;
ind = _N_;
datalines;
10 39 0 0 23 62 0 0 23 81 0 0 26 51 0 0
17 39 0 0 5 6 0 1 53 74 0 1 55 72 0 1
32 51 0 1 46 79 0 1 10 13 0 1 8 16 1 0
10 30 1 0 8 28 1 0 23 45 1 0 0 4 1 0
3 12 1 1 22 41 1 1 15 30 1 1 32 51 1 1
3 7 1 1
;
proc mcmc data=seeds outpost=postout seed=332786 nmc=20000;
ods select PostSummaries PostIntervals;
parms beta0 0 beta1 0 beta2 0 beta3 0 s2 1;
prior s2 ~ igamma(0.01, s=0.01);
prior beta: ~ general(0);
w = beta0 + beta1*seed + beta2*extract + beta3*seed*extract;
random delta ~ normal(w, var=s2) subject=ind;
pi = logistic(delta);
model r ~ binomial(n = n, p = pi);
run;