Resources

Documentation Example 11 for PROC MCMC

/****************************************************************/
/*          S A S   S A M P L E   L I B R A R Y                 */
/*                                                              */
/*    NAME: MCMCEX11                                            */
/*   TITLE: Documentation Example 11 for PROC MCMC              */
/*          Nonignorably Missing Data (MNAR) Model              */
/* PRODUCT: STAT                                                */
/*  SYSTEM: ALL                                                 */
/*    KEYS:                                                     */
/*   PROCS: MCMC                                                */
/*    DATA:                                                     */
/*                                                              */
/* SUPPORT: Fang Chen                                           */
/*     REF: PROC MCMC, EXAMPLE 11                               */
/*    MISC:                                                     */
/****************************************************************/

title 'Nonignorably Missing Data Analysis';
data dyspnea;
   input smoke1 smoke2 smoke3 y1 y2 y3 yrswrk1 yrswrk2 yrswrk3
      age expd sex hgt;
   datalines;
 0  0  0  0  0  0  28.1  33.1  39.1  48 1 1 165.0
 0  0  0  0  .  0   5.1  10.1  16.1  45 1 0 147.0
 0  0  0  0  .  0  26.0  31.0  37.0  46 1 0 156.0
 0  0  0  0  1  1  25.0  30.0  36.0  44 1 0 155.0
 0  0  0  0  0  0  28.0  33.0  39.0  47 1 0 165.0
 0  0  0  1  1  1  26.1  31.1  37.1  49 1 1 168.0
 0  0  0  0  1  0  22.0  27.0  33.0  52 1 1 164.0
 1  1  1  0  0  0  23.1  28.1  34.1  41 1 1 167.0
 1  1  1  0  .  .  34.0  39.0  45.0  58 1 1 160.0
 1  1  1  1  1  1  29.0  34.0  40.0  52 1 1 175.0
 0  0  0  1  .  1  24.1  29.1  35.1  46 1 0 158.0
 0  0  0  0  0  0  16.0  21.0  27.0  33 1 0 162.0
 0  0  0  0  .  0  25.0  30.0  36.0  49 1 0 154.0
 0  0  0  0  1  .  25.0  30.0  36.0  45 1 0 156.0
 0  0  0  0  0  0  29.1  34.1  40.1  46 1 0 155.0
 0  0  0  0  0  .  41.0  46.0  52.0  58 1 1 156.0
 0  0  0  0  0  0  17.1  22.1  28.1  35 1 0 165.0
 1  1  1  0  0  0  15.1  20.1  26.1  41 1 1 164.0
 0  0  0  1  .  1  23.0  28.0  34.0  50 1 0 159.0
 1  1  1  0  .  .   4.0   9.0  15.0  24 1 1 168.0
 1  1  1  0  .  .  25.1  30.1  36.1  52 1 1 173.0
 1  1  1  0  1  0  25.0  30.0  36.0  45 1 1 157.0
 1  1  1  0  0  0  29.0  34.0  40.0  50 1 1 168.0
 0  0  0  1  0  0  25.0  30.0  36.0  45 1 0 156.0
 0  0  0  0  0  0  24.1  29.1  35.1  46 1 0 162.0
 1  1  1  0  0  0   2.1   7.1  13.1  28 1 1 167.0
 0  0  0  0  1  0  23.0  28.0  34.0  43 1 1 174.0
 0  0  0  0  0  0  25.0  30.0  36.0  54 1 1 166.0
 1  1  1  0  1  .  30.0  35.0  41.0  45 1 1 171.0
 0  0  0  0  .  0  25.0  30.0  36.0  58 1 1 161.0
 1  1  1  0  .  .  27.0  32.0  38.0  45 1 1 165.0
 0  0  0  0  .  .  29.0  34.0  40.0  56 1 1 166.0
 0  0  0  0  0  0  23.0  28.0  34.0  36 1 1 176.0
 1  1  1  0  0  0  29.0  34.0  40.0  48 1 1 175.0
 1  1  1  0  .  0   4.0   9.0  15.0  27 1 1 165.0
 1  1  1  1  0  1  29.0  34.0  40.0  52 1 1 164.0
 1  1  1  1  1  0  18.0  23.0  29.0  41 1 1 168.0
 0  0  0  0  1  0  19.0  24.0  30.0  49 1 0 156.0
 0  0  0  1  .  0  25.0  30.0  36.0  46 1 0 163.0
 0  0  0  1  .  0  35.0  40.0  46.0  51 1 0 152.0
 0  0  0  1  0  0  22.1  27.1  33.1  44 1 0 158.0
 1  1  1  0  1  0  18.0  23.0  29.0  32 1 1 174.0
 0  0  0  0  .  .  21.1  26.1  32.1  46 1 0 157.0
 0  0  0  0  1  0  16.0  21.0  27.0  33 1 0 163.0
 1  1  1  0  0  .  14.1  19.1  25.1  31 1 1 174.0
 0  0  0  0  0  1  14.0  19.0  25.0  32 1 0 162.0
 0  0  0  0  0  0  30.0  35.0  41.0  50 1 1 163.0
 0  0  0  0  0  0  25.0  30.0  36.0  40 1 0 162.0
 0  0  0  0  0  0  14.0  19.0  25.0  30 1 1 173.0
 0  0  0  0  1  0  13.0  18.0  24.0  29 1 0 165.0
 1  1  1  0  1  0  13.0  18.0  24.0  32 1 1 161.0
 0  0  0  0  0  0  13.0  18.0  24.0  33 1 1 170.0
 0  0  0  0  1  0  13.0  18.0  24.0  31 1 0 165.0
 0  0  0  0  0  1  12.0  17.0  23.0  32 1 0 163.0
 0  0  0  0  0  0  13.0  18.0  24.0  32 1 0 169.0
 0  0  0  0  .  .  13.0  18.0  24.0  34 1 1 168.0
 1  1  1  0  0  0  13.0  18.0  24.0  31 1 1 163.0
 0  0  0  0  .  0  13.0  18.0  24.0  32 1 0 154.0
 1  1  1  0  0  0  15.0  20.0  26.0  32 1 1 170.0
 0  0  0  0  1  0  13.0  18.0  24.0  31 1 0 163.0
 0  0  0  0  0  0  13.0  18.0  24.0  32 1 0 161.0
 0  0  0  0  0  0  13.0  18.0  24.0  32 1 0 173.0
 0  0  0  0  0  0  13.0  18.0  24.0  32 1 0 159.0
 1  1  1  0  1  0  25.0  30.0  36.0  45 1 0 152.0
 1  1  1  0  0  0  13.0  18.0  24.0  37 1 1 171.0
 1  1  1  0  0  0  13.0  18.0  24.0  33 1 1 173.0
 0  0  0  0  1  0  12.0  17.0  23.0  29 1 0 159.0
 1  1  1  0  0  1  28.1  33.1  39.1  48 1 1 164.0
 1  1  1  0  1  1  13.0  18.0  24.0  53 1 1 164.0
 1  1  1  0  0  0  11.0  16.0  22.0  30 1 1 180.0
 0  0  0  1  .  0  34.1  39.1  45.1  49 1 0 156.0
 0  0  0  0  0  .  15.0  20.0  26.0  43 1 0 157.0
 0  0  0  1  0  1  15.0  20.0  26.0  46 1 0 164.0
 0  0  0  0  0  0  22.0  27.0  33.0  44 1 0 162.0
 0  0  0  0  .  1  25.0  30.0  36.0  47 1 0 172.0
 1  1  1  1  1  1   9.0  14.0  20.0  29 1 1 166.0
 1  1  1  0  0  0   8.1  13.1  19.1  26 1 1 186.0
 0  0  0  0  1  0   8.1  13.1  19.1  26 1 0 165.0
 0  0  0  0  0  0   9.0  14.0  20.0  27 1 0 152.0
 1  1  1  0  0  0   8.0  13.0  19.0  25 1 1 175.0
 1  1  1  0  0  0   8.0  13.0  19.0  25 1 1 161.0
 0  0  0  0  0  0   7.0  12.0  18.0  26 1 0 163.0
 0  0  0  1  0  0   8.0  13.0  19.0  26 1 0 158.0
 0  0  0  0  1  0  19.0  24.0  30.0  40 1 0 156.0
 0  0  0  0  0  0  23.0  28.0  34.0  43 1 0 146.0
 0  0  0  1  1  .   7.0  12.0  18.0  26 1 0 166.0
 1  1  1  0  0  0   4.0   9.0  15.0  32 1 1 169.0
 1  1  1  0  0  0   9.0  14.0  20.0  29 1 1 168.0
 1  1  1  0  0  0   7.1  12.1  18.1  24 1 1 166.0
 0  0  0  1  0  0   6.0  11.0  17.0  24 1 1 181.0
 1  1  1  1  1  1   6.0  11.0  17.0  24 1 1 176.0
 1  1  1  0  0  0   6.0  11.0  17.0  26 1 1 170.0
 1  1  1  0  0  0   5.0  10.0  16.0  27 1 1 178.0
 1  1  1  0  0  0   6.0  11.0  17.0  26 1 1 175.0
 0  0  0  0  .  0  21.0  26.0  32.0  36 1 0 171.0
 0  0  0  0  0  0   6.0  11.0  17.0  25 1 1 175.0
 1  1  1  0  0  0   5.0  10.0  16.0  25 1 1 176.0
 1  1  1  0  0  0   4.0   9.0  15.0  24 1 1 166.0
 0  0  0  0  1  1   4.1   9.1  15.1  25 1 0 157.0
 0  0  0  0  1  0   4.1   9.1  15.1  24 1 0 162.0
 0  0  0  0  0  0   4.0   9.0  15.0  24 1 0 160.0
 0  0  0  0  1  1  16.0  21.0  27.0  24 1 0 161.0
 0  0  0  0  0  0   4.0   9.0  15.0  22 1 1 180.0
 0  0  0  0  .  0   4.0   9.0  15.0  22 1 0 157.0
 0  0  0  0  1  0  16.0  21.0  27.0  45 1 1 169.0
 1  1  1  0  0  0  25.0  30.0  36.0  47 1 1 167.0
 1  1  1  0  .  0   2.1   7.1  13.1  23 1 1 173.0
 0  0  0  0  0  0   2.1   7.1  13.1  30 1 0 163.0
 0  0  0  1  0  0   2.1   7.1  13.1  32 1 0 164.0
 1  1  1  1  1  0  25.0  30.0  36.0  53 1 1 163.0
 1  1  1  0  0  0   5.1  10.1  16.1  23 1 1 179.0
 0  0  0  1  1  0   2.1   7.1  13.1  32 1 0 159.0
 0  0  0  1  .  1  25.0  30.0  36.0  46 1 0 161.0
 0  0  0  0  1  0   2.0   7.0  13.0  28 1 0 157.0
 0  0  0  0  .  .   2.1   7.1  13.1  25 1 0 168.0
 1  1  1  0  0  1  28.0  33.0  39.0  54 1 1 166.0
 0  0  0  0  0  .  38.0  43.0  49.0  51 1 1 170.0
 1  1  1  0  0  0   2.1   7.1  13.1  23 1 1 169.0
 1  1  1  0  0  0   2.1   7.1  13.1  23 1 1 171.0
 0  0  0  0  1  1   2.0   7.0  13.0  23 1 1 174.0
 0  0  0  1  .  .  29.0  34.0  40.0  48 1 1 162.0
 0  0  0  0  0  0   2.1   7.1  13.1  27 1 0 159.0
 0  0  0  0  0  0   2.1   7.1  13.1  22 1 0 166.0
 0  0  0  0  0  .   2.1   7.1  13.1  24 1 0 157.0
 0  0  0  0  1  0   2.1   7.1  13.1  23 1 0 165.0
 0  0  0  0  1  0   2.0   7.0  13.0  28 1 0 161.0
 0  0  0  0  0  0   2.1   7.1  13.1  27 1 0 164.0
 0  0  0  0  1  0   2.1   7.1  13.1  28 1 0 165.0
 0  0  0  0  0  0   2.1   7.1  13.1  22 1 0 163.0
 0  0  0  0  0  0   2.1   7.1  13.1  25 1 0 161.0
 0  0  0  0  0  0   4.1   9.1  15.1  29 1 0 159.0
 0  0  0  0  0  0   3.1   8.1  14.1  28 1 0 155.0
 0  0  0  0  0  0   2.1   7.1  13.1  26 1 1 168.0
 0  0  0  1  .  0   2.1   7.1  13.1  25 1 0 162.0
 0  0  0  0  0  0   2.5   7.5  13.5  25 1 0 154.0
 1  1  1  0  0  0   2.1   7.1  13.1  25 1 1 174.0
 1  1  1  0  0  0   2.1   7.1  13.1  26 1 1 181.0
 0  0  0  1  1  0   2.1   7.1  13.1  25 1 0 149.0
 1  1  1  0  0  0   2.1   7.1  13.1  28 1 1 178.0
 0  0  0  0  0  0   2.0   7.0  13.0  28 1 1 172.0
 1  1  1  0  0  0   2.1   7.1  13.1  29 1 1 169.0
 1  1  1  0  0  .   2.1   7.1  13.1  27 1 1 179.0
 0  0  0  0  0  0   2.0   7.0  13.0  25 1 0 157.0
 0  0  0  0  1  0   2.1   7.1  13.1  23 1 0 158.0
 0  0  0  0  1  0   2.1   7.1  13.1  32 1 0 155.0
 0  0  0  0  .  0   2.0   7.0  13.0  22 1 0 159.0
 0  0  0  1  0  0   2.1   7.1  13.1  23 1 0 164.0
 0  0  0  0  0  0   2.0   7.0  13.0  28 1 0 157.0
 0  0  0  0  .  .   2.1   7.1  13.1  25 1 0 159.0
 0  0  0  0  0  0   2.1   7.1  13.1  23 1 0 155.0
 0  0  0  0  0  0   2.0   7.0  13.0  24 1 0 155.0
 0  0  0  0  0  0   2.0   7.0  13.0  23 1 0 166.0
 0  0  0  0  0  0   2.0   7.0  13.0  28 1 0 158.0
 1  1  1  0  0  0   2.0   7.0  13.0  30 1 1 173.0
 0  0  0  0  0  0   2.1   7.1  13.1  34 1 0 159.0
 0  0  0  1  0  0   1.1   6.1  12.1  33 1 0 162.0
 0  0  0  0  0  0   2.0   7.0  13.0  23 1 1 160.0
 0  0  0  1  1  0   2.0   7.0  13.0  25 1 0 155.0
 1  1  1  0  1  0   2.0   7.0  13.0  29 1 1 176.0
 0  0  0  0  1  .   7.1  12.1  18.1  25 1 0 163.0
 1  1  1  0  0  0  26.0  31.0  37.0  43 1 1 174.0
 1  1  1  0  0  0  29.0  34.0  40.0  45 1 1 171.0
 1  1  1  0  0  0   1.0   6.0  12.0  21 1 1 176.0
 0  0  0  1  1  0  36.0  41.0  47.0  50 1 0 154.0
 1  1  1  0  1  0  29.0  34.0  40.0  46 1 1 161.0
 1  1  1  0  0  .  29.0  34.0  40.0  45 1 1 172.0
 1  1  1  1  1  0  28.1  33.1  39.1  57 1 1 175.0
 1  1  1  0  0  0  14.1  19.1  25.1  43 1 1 169.0
 0  0  0  0  0  0  25.0  30.0  36.0  50 1 0 161.0
 0  0  0  0  .  0  25.0  30.0  36.0  43 1 0 150.0
 1  1  1  0  0  0  25.0  30.0  36.0  45 1 0 159.0
 0  0  0  0  1  0  25.1  30.1  36.1  52 1 1 172.0
 1  1  1  0  0  0  17.1  22.1  28.1  34 1 1 179.0
 1  1  1  0  0  0  23.0  28.0  34.0  40 1 1 163.0
 0  0  0  0  0  0  31.0  36.0  42.0  50 1 0 163.0
 0  0  0  0  .  0  23.0  28.0  34.0  48 1 0 153.0
 0  0  0  1  .  0  25.0  30.0  36.0  48 1 0 159.0
 1  1  1  0  1  0  24.1  29.1  35.1  49 1 1 169.0
 0  0  0  1  .  .  40.0  45.0  51.0  55 1 1 165.0
 1  1  1  0  1  1  29.0  34.0  40.0  51 1 1 166.0
 1  1  1  1  0  0  19.0  24.0  30.0  54 1 1 169.0
 1  1  1  0  1  0   3.0   8.0  14.0  50 1 1 166.0
 1  1  1  0  .  0  18.0  23.0  29.0  39 1 1 171.0
 0  0  0  0  0  0  23.0  28.0  34.0  43 1 0 159.0
 1  1  1  0  1  0  25.0  30.0  36.0  45 1 0 162.0
 0  0  0  0  1  0  25.0  30.0  36.0  50 1 0 151.0
 0  0  0  0  0  0  28.0  33.0  39.0  57 1 1 164.0
 0  0  0  1  1  0  14.0  19.0  25.0  44 1 0 154.0
 0  0  0  0  0  0   2.1   7.1  13.1  26 1 0 163.0
 1  1  1  0  .  1  18.0  23.0  29.0  49 1 0 159.0
 0  0  0  0  .  0  11.1  16.1  22.1  31 1 0 165.0
 0  0  0  0  .  .  14.1  19.1  25.1  43 1 0 149.0
 0  0  0  0  0  0  33.0  38.0  44.0  51 1 0 156.0
 1  1  1  0  .  .  30.0  35.0  41.0  55 1 1 168.0
 1  1  1  1  0  0  28.0  33.0  39.0  48 1 1 169.0
 1  1  1  0  .  0  31.0  36.0  42.0  48 1 1 164.0
 1  1  1  0  1  1  32.1  37.1  43.1  49 1 1 172.0
 0  0  0  0  1  0  32.1  37.1  43.1  49 1 0 161.0
 0  0  0  0  1  0  31.0  36.0  42.0  47 1 1 164.0
 0  0  0  0  0  0   8.0  13.0  19.0  25 1 0 159.0
 0  0  0  0  0  0  26.0  31.0  37.0  43 1 0 158.0
 0  0  0  0  0  0  32.0  37.0  43.0  52 1 0 156.0
 0  0  0  0  1  0  24.0  29.0  35.0  49 1 1 160.0
 0  0  0  0  1  0  25.1  30.1  36.1  42 1 0 163.0
 0  0  0  0  0  0  17.0  22.0  28.0  34 1 0 167.0
 0  0  0  0  0  0  22.1  27.1  33.1  48 1 1 171.0
 0  0  0  0  .  .  25.0  30.0  36.0  48 1 0 173.0
 0  0  0  0  .  0  21.0  26.0  32.0  48 1 1 170.0
 1  1  1  0  0  0  26.0  31.0  37.0  50 1 1 178.0
 0  0  0  1  1  0  16.0  21.0  27.0  40 1 0 171.0
 0  0  0  0  0  .  18.0  23.0  29.0  43 1 0 166.0
 1  1  1  0  0  .  25.0  30.0  36.0  42 1 1 167.0
 0  0  0  0  0  0  19.0  24.0  30.0  48 1 1 165.0
 0  0  0  0  .  .  27.0  32.0  38.0  47 1 1 169.0
 0  0  0  0  0  0  35.0  40.0  46.0  59 1 1 163.0
 0  0  0  0  0  0  26.1  31.1  37.1  49 1 0 161.0
 0  0  0  0  0  0  26.1  31.1  37.1  49 1 0 156.0
 1  1  1  1  1  .  29.0  34.0  40.0  51 1 1 169.0
 0  0  0  0  0  0  17.0  22.0  28.0  43 1 0 152.0
 0  0  0  0  0  0   6.1  11.1  17.1  33 1 0 166.0
 0  0  0  0  0  0   5.0  10.0  16.0  26 1 0 152.0
 0  0  0  1  .  .  18.0  23.0  29.0  40 1 0 162.0
 0  0  0  0  0  .  36.1  41.1  47.1  60 1 0 168.0
 0  0  0  0  0  0   6.0  11.0  17.0  32 1 0 159.0
 0  0  0  1  1  0  29.1  34.1  40.1  49 1 0 159.0
 0  0  0  0  .  0  29.0  34.0  40.0  45 1 0 153.0
 0  0  0  0  1  0  13.1  18.1  24.1  34 1 0 160.0
 0  0  0  0  1  0  10.0  15.0  21.0  31 1 0 163.0
 0  0  0  0  0  0   9.0  14.0  20.0  33 1 1 166.0
 1  1  1  1  1  0  17.1  22.1  28.1  33 1 1 176.0
 1  1  1  0  0  1   6.1  11.1  17.1  24 1 1 169.0
 0  0  0  0  0  0  31.1  36.1  42.1  49 1 1 166.0
 0  0  0  0  0  0  34.1  39.1  45.1  49 1 0 155.0
 1  1  1  0  1  1  25.0  30.0  36.0  47 1 1 157.0
 1  1  1  1  1  .  34.1  39.1  45.1  57 1 1 165.0
 1  1  1  0  1  0  33.1  38.1  44.1  53 1 1 163.0
 0  0  0  0  0  .   8.0  13.0  19.0  24 1 0 164.0
 0  0  0  0  0  .  19.1  24.1  30.1  43 1 0 163.0
 1  1  1  1  0  1  25.0  30.0  36.0  46 1 1 170.0
 0  0  0  1  1  1  17.1  22.1  28.1  49 1 0 157.0
 0  0  0  0  0  0   6.1  11.1  17.1  24 1 0 158.0
 1  1  1  0  .  0  21.1  26.1  32.1  43 1 1 168.0
 0  0  0  0  0  0  17.1  22.1  28.1  48 1 0 158.0
 0  0  0  1  .  0  30.1  35.1  41.1  47 1 0 155.0
 0  0  0  0  0  0  17.0  22.0  28.0  40 1 0 151.0
 0  0  0  0  0  0  13.0  18.0  24.0  30 1 0 158.0
 0  0  0  0  0  0   6.0  11.0  17.0  31 1 0 162.0
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 1  1  1  0  0  0   3.0   8.0  14.0  24 0 1 169.0
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 1  1  1  0  0  0  13.0  18.0  24.0  33 0 1 170.0
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 1  1  1  0  0  0  24.1  29.1  35.1  48 0 1 169.0
 0  0  0  0  0  .   5.1  10.1  16.1  29 0 1 182.0
 1  1  1  0  .  0   3.1   8.1  14.1  31 0 1 166.0
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 1  1  1  0  0  0  15.0  20.0  26.0  32 0 1 176.0
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 1  1  1  0  0  .  25.1  30.1  36.1  43 0 1 172.0
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 0  0  0  0  1  .  16.1  21.1  27.1  34 0 0 159.0
 0  0  0  0  .  .   3.0   8.0  14.0  29 0 0 148.0
 0  0  0  1  .  .  17.0  22.0  28.0  34 0 0 162.0
 1  1  1  0  .  .   6.0  11.0  17.0  25 0 1 180.0
 0  0  0  0  .  .  20.0  25.0  31.0  42 0 0 159.0
;

data dyspnea;
   array y[3] y1-y3;
   array r[3];
   set dyspnea;
   do i = 1 to 3;
      if y[i] = . then r[i] = 1;
      else r[i] = 0;
   end;
   output;
run;

proc standard data=dyspnea out=dyspnea mean=0 std=1;
   var age hgt yrswrk:;
run;

ods select MissDataInfo REParameters Postsumint;
proc mcmc data=dyspnea seed=17 outpost=dysp2 nmc=20000
     propcov=simplex diag=none monitor=(beta1-beta7);
   array p[3];
   array yrswrk[3];
   array smoke[3];

   parms beta1-beta7 s2;
   parms phi1-phi10;
   prior beta: phi: ~ n(0, var=1e6);
   prior s2 ~ igamma(2, scale=2);
   random d ~ n(0, var=s2) subject=_obs_;
   mu = beta1 + beta2*expd + beta3*sex + beta4*hgt + beta5*age + d;
   do i = 1 to 3;
      p[i] = logistic(mu + beta6*yrswrk[i] + beta7*smoke[i]);
   end;
   model y1 ~ binary(p1);
   model y2 ~ binary(p2);
   model y3 ~ binary(p3);

   nu = phi1 + phi2*expd + phi3*sex + phi4*hgt + phi5*age;
   q2 = logistic(nu + phi6*yrswrk[2] + phi7*smoke[2] +
                 phi8*y1 + phi9*y2);
   model r2 ~ binary(q2);
   q3 = logistic(nu + phi6*yrswrk[3] + phi7*smoke[3] +
                 phi9*y2 + phi10*y3);
   model r3 ~ binary(q3);
run;