Documentation Example 10 for PROC MCMC
/****************************************************************/
/* S A S S A M P L E L I B R A R Y */
/* */
/* NAME: MCMCEX10 */
/* TITLE: Documentation Example 10 for PROC MCMC */
/* Missing At Random Analysis */
/* PRODUCT: STAT */
/* SYSTEM: ALL */
/* KEYS: */
/* PROCS: MCMC */
/* DATA: */
/* */
/* SUPPORT: Fang Chen */
/* REF: PROC MCMC, EXAMPLE 10 */
/* MISC: */
/****************************************************************/
title 'Missing at Random Analysis';
data air;
input y x1 x2 @@;
datalines;
0 0 0 0 0 0 0 1 0 0 0 0 0 0 11 0 1 7
0 0 8 0 1 10 0 1 9 0 0 0 1 1 6 0 1 10
0 1 12 0 0 . 0 0 0 0 1 0 0 1 7 1 1 15
0 0 8 0 0 0 1 1 0 1 0 6 0 0 0 1 1 11
0 0 0 1 0 0 1 0 5 0 0 8 0 0 0 0 1 9
0 1 16 0 0 0 1 1 9 1 0 0 1 1 8 1 0 9
0 0 7 0 0 0 0 1 8 0 0 0 1 0 . 0 1 0
0 0 11 1 1 0 0 1 10 0 0 9 0 1 13 1 1 0
0 0 12 0 . . 1 1 11 0 0 11 1 0 0 0 0 0
0 0 . 1 0 16 0 1 8 0 1 9 0 1 . 0 0 0
0 1 8 1 1 5 0 0 0 0 1 10 0 0 6 0 1 .
1 1 12 0 1 0 0 1 3 0 0 0 0 1 . 0 0 12
1 0 0 1 1 0 0 0 7 1 0 9 1 1 0 0 0 13
1 0 0 1 1 11 0 0 12 1 1 0 1 1 . 0 0 0
0 1 0 0 1 10 0 1 14 0 1 . 0 0 9 0 0 .
0 1 10 0 . 0 0 . 0 1 1 6 0 0 0 0 1 0
0 1 11 0 0 12 0 0 11 0 0 5 0 0 0 1 0 0
0 0 7 1 1 15 0 1 10 0 0 0 0 0 0 0 0 6
0 0 0 1 1 0 1 0 0 0 0 6 0 0 0 0 0 8
0 1 15 0 1 0 0 1 10 1 0 . 0 1 12 0 1 0
0 0 0 1 1 0 0 0 0 0 1 7 0 1 0 0 0 0
0 1 10 0 0 7 1 0 0 0 0 4 0 0 0 1 0 0
0 1 13 0 0 11 0 0 0 0 1 5 0 1 0 0 0 9
1 0 11 0 1 7 0 0 6 0 0 14 0 0 0 1 0 0
1 0 0 1 0 10 0 1 0 0 0 13 0 1 0 1 0 13
1 1 6 1 1 0 1 1 0 0 0 14 0 0 0 0 0 12
0 1 0 0 0 . 0 0 0 0 1 0 0 1 9 0 0 0
0 1 0 0 0 0 0 1 12 0 1 9 1 . 10 0 0 0
0 0 3 0 1 0 1 0 13 1 0 0 1 1 0 0 0 .
0 0 . 0 0 0 0 1 7 0 0 . 1 1 0 0 1 0
0 1 10 1 0 13 0 0 . 0 1 0 1 0 9 0 1 0
0 1 0 0 0 10 1 1 0 0 0 0 0 0 0 0 1 0
0 0 0 0 . 0 0 0 0 0 0 . 0 1 9 0 0 0
0 1 0 0 0 13 1 1 5 0 1 9 1 1 . 0 0 0
0 0 0 0 0 2 0 1 14 0 1 0 0 1 0 0 0 .
0 0 7 1 0 . 1 1 0 0 0 0 0 1 0 0 1 0
0 1 0 1 1 0 0 0 10 1 1 11 0 0 0 0 1 5
0 1 6 1 1 15 0 1 0 1 0 0 0 0 0 0 1 11
0 1 6 0 0 9 0 . 8 0 1 0 1 1 7 1 1 0
1 1 11 0 0 7 1 1 12 0 0 7 0 1 0 0 1 0
1 1 0 0 0 14 0 1 0 0 0 0 0 0 . 0 0 0
1 0 9 0 0 . 0 0 14 0 1 0 1 0 13 1 1 0
0 1 0 0 0 9 1 0 6 0 1 0 0 0 1 0 0 0
1 0 0 0 1 0 0 0 10 0 1 0 0 1 0 1 0 0
0 1 0 1 1 . 0 1 12 1 1 6 1 0 11 0 0 0
1 1 . 0 1 0 0 . 0 1 1 0 0 0 0 1 0 7
0 0 0 0 0 0 1 1 0 0 0 6 1 1 13 0 1 0
0 1 0 0 0 13 0 0 0 0 0 0 0 1 8 0 0 0
1 0 0 0 1 12 1 1 0 0 0 8 0 0 0 0 1 16
0 0 0 0 . 0 0 0 0 0 0 . 0 1 0 0 1 12
1 1 . 0 0 0 1 . 0 0 . 12 0 1 7 0 1 7
0 0 . 1 . 0 0 0 0 0 1 14 0 1 0 1 0 8
0 1 9 1 0 0 0 0 0 0 1 8 0 0 0 0 1 0
1 0 14 0 0 . 1 1 0 1 0 9 0 0 13 1 1 0
0 0 13 0 0 . 0 0 5 0 1 0 0 1 0 0 . 5
0 0 13 0 1 0 0 0 0 1 1 0 0 0 0 0 1 0
0 0 0 0 0 10 0 0 0 0 0 0 0 0 0 0 0 9
0 1 0 0 0 0 0 1 0 0 0 17 0 0 13 0 0 0
0 . 0 0 1 6 0 1 9 0 0 9 1 1 . 0 1 0
1 0 0 1 0 13 1 0 10 0 0 12 0 1 7 0 0 8
0 0 11 0 0 0 0 0 6 0 0 12 0 0 10 0 1 10
0 1 11 0 0 9 1 0 11 0 1 7 0 0 7 0 0 0
0 . 11 1 1 6 0 0 8 0 0 0 0 1 12 0 0 0
0 1 0 1 1 8 0 0 0 0 1 11 0 1 0 0 1 8
0 . 0 1 0 0 1 1 10 0 . 4 1 1 16 0 . 13
;
proc mcmc data=air seed=1181 nmc=10000 monitor=(_parms_ orx1 orx2)
diag=none plots=none;
parms beta0 -1 beta1 0.1 beta2 .01;
parms alpha10 0 alpha11 0 alpha20 0;
prior beta: alpha1: ~ normal(0,var=10);
prior alpha20 ~ normal(0,var=2);
beginnodata;
pm = exp(alpha20);
orx1 = exp(beta1);
orx2 = exp(beta2);
endnodata;
model x2 ~ poisson(pm) monitor=(1 3 10);
p1 = logistic(alpha10 + alpha11 * x2);
model x1 ~ binary(p1) monitor=(random(3));
p = logistic(beta0 + beta1*x1 + beta2*x2);
model y ~ binary(p);
run;
