23407 - Available Bayesian methods

Usage Note 23407: Available Bayesian methods

Below is a summary of the available Bayesian methods and capabilities and the procedures in which they appear:

Product	Beginning Release	Procedure	Bayesian Methodology
SAS/STAT^®	SAS^® 8 or earlier	DISCRIM	Computes posterior probabilities of group membership and posterior probability error rate estimates. Specifies prior probabilities of group membership in the PRIORS statement.
		GLM	The WALLER option provides multiple comparisons of means, minimizing Bayes risk under additive loss.
		LOGISTIC	The CTABLE option estimates false positive and false negative rates as posterior probabilities using Bayes theorem. The PEVENT= option provides prior probabilities.
		MIXED	The PRIOR statement specifies prior distribution for variance components and estimates their marginal posterior density.
		NLMIXED	The PREDICT statement and the OUT= option in the RANDOM statement provide empirical Bayes estimates of random effects.
		TPSPLINE	The OUTPUT statement can request Bayesian confidence intervals for smoothing spline estimates.
		GAM	The OUTPUT statement can request Bayesian confidence intervals for smoothing spline estimates.
		MI	Can perform an approximate Bayesian bootstrap imputation of missing values. Prior information for Bayesian estimation of means and covariances can be supplied by using the PRIOR= option in the MCMC statement.
	SAS 9.2	GENMOD LIFEREG PHREG	The BAYES statement requests a Bayesian analysis of the regression model using Gibbs sampling. The model parameters are treated as random variables, prior distributions can be specified, and inferences about the parameters are based on the posterior distribution of the parameters given the data.
	SAS 9.2	MCMC	MCMC is a general purpose Markov chain Monte Carlo simulation procedure that fits Bayesian models given arbitrary prior distributions for the model parameters and a likelihood function for the data. MCMC obtains samples from the posterior distributions, produces summary and diagnostic statistics, and saves the posterior samples in an output data set.
	SAS/STAT 9.22 in SAS 9.2 TS2M3	GENMOD	The Gamerman and independent Metropolis algorithms are new sampling methods available in the SAMPLING= option of the BAYES statement.
	SAS/STAT 9.22 in SAS 9.2 TS2M3	PHREG	The Zellner g-prior is available for the regression coefficients. The random walk Metropolis (RWM) algorithm can now be used to sample an entire parameter vector from the posterior distribution.
	SAS 9.3 TS1M0	FMM	Can provide Bayesian analysis of finite mixture models using either a conjugate Gibbs sampler or the Metropolis-Hastings sampler.
	SAS/STAT 12.1 in SAS 9.3 TS1M2	MCMC	Models missing values by default. RANDOM statement supports multilevel hierarchy to an arbitrary depth. Uses faster and more efficient sampling algorithms.
		PHREG	Bayesian frailty models
		GENMOD	The Gamerman algorithm is now the default sampling mechanism except in cases for the normal distribution with a conjugate prior.
	SAS/STAT 13.1 in SAS 9.4 TS1M1	BCHOICE	Performs Bayesian analysis for discrete choice models. Multinomial logit, multinomial probit, and nested logit models are available.
	SAS/STAT 13.1 in SAS 9.4 TS1M1	HPFMM	Performs Bayesian analysis via a conjugate Gibbs sampler if the model belongs to a small class of mixture models for which a conjugate sampler is available.
	SAS/STAT 14.1 in SAS 9.4 TS1M3	MCMC	New sampling algorithms are added for continuous parameters: the Hamiltonian Monte Carlo and the No-U-Turn Sampler.
	SAS/STAT 15.1 in SAS 9.4 TS1M6	BGLIMM	Provides full Bayesian inference for generalized linear mixed models (GLMMs).
SAS/QC^®	SAS 8 or earlier	ADX application	Can perform Bayesian selection of active effects in saturated and nearly saturated designs. Prior probabilities of active effects can be specified.
		BAYESACT function	Computes posterior probabilities that observations in a sample are contaminated with a larger variance than other observations. Computes the posterior probability that the entire sample is uncontaminated.
		OPTEX	Can search for a Bayesian optimal design. Specifies prior precision values in the PRIORS= option in the MODEL statement.
SAS/ETS^®	SAS 8	VARMAX	Can fit the Bayesian Vector AutoRegressive model and the Bayesian Vector Error Correction model. Specifies prior information by using the PRIOR= option in the MODEL statement.
	SAS/ETS 12.1 in SAS 9.3 TS1M2	QLIM	The BAYES statement allows Bayesian estimation of most of the univariate models available in the QLIM procedure.
	SAS/ETS 12.3 in SAS 9.4 TS1M0	HPQLIM	The BAYES statement allows Bayesian estimation of most of the univariate models available in the HPQLIM procedure.
	SAS/ETS 13.2 in SAS 9.4 TS1M2	COUNTREG	The BAYES statement requests a Bayesian analysis of the regression model using Metropolis sampling. The PRIOR statement specifies the prior distribution of the model parameters.
SAS/IML^®	SAS 8 or earlier	TSBAYSEA function	Performs Bayesian seasonal adjustment modeling.
SAS/Genetics™	SAS 9.1 TS1M3	HAPLOTYPE	Haplotype frequency estimation.
^† Book-Based Macros	Multiple Comparisons and Multiple Tests Using the SAS System	%BayesIntervals	Computes Bayesian simultaneous confidence intervals.
^† Book-Based Macros		%BayesTests	A SAS/IML macro that computes Bayesian posterior probabilities for a set of free-combination tests.

^† See the associated book for information about the use and output from these macros.

For more information in general about Bayesian analysis, see the following SAS Users YouTube video:

Operating System and Release Information

Product Family	Product	System	SAS Release
Product Family	Product	System	Reported	Fixed*
SAS System	SAS/ETS	All	n/a
SAS System	SAS/IML Workshop	All	n/a
SAS System	SAS/QC	All	n/a
SAS System	SAS/STAT	All	n/a
SAS System	SAS/Genetics	z/OS
		Microsoft® Windows® for 64-Bit Itanium-based Systems
		Microsoft Windows Server 2003 Datacenter 64-bit Edition
		Microsoft Windows Server 2003 Enterprise 64-bit Edition
		Microsoft Windows XP 64-bit Edition
		Microsoft® Windows® for x64
		Microsoft Windows 95/98
		Microsoft Windows 2000 Advanced Server
		Microsoft Windows 2000 Datacenter Server
		Microsoft Windows 2000 Server
		Microsoft Windows 2000 Professional
		Microsoft Windows NT Workstation
		Microsoft Windows Server 2003 Datacenter Edition
		Microsoft Windows Server 2003 Enterprise Edition
		Microsoft Windows Server 2003 Standard Edition
		Microsoft Windows Server 2003 for x64
		Microsoft Windows Server 2008
		Microsoft Windows Server 2008 for x64
		Microsoft Windows XP Professional
		Windows 7 Enterprise 32 bit
		Windows 7 Enterprise x64
		Windows 7 Home Premium 32 bit
		Windows 7 Home Premium x64
		Windows 7 Professional 32 bit
		Windows 7 Professional x64
		Windows 7 Ultimate 32 bit
		Windows 7 Ultimate x64
		Windows Millennium Edition (Me)
		Windows Vista
		Windows Vista for x64
		64-bit Enabled AIX
		64-bit Enabled HP-UX
		64-bit Enabled Solaris
		AIX
		HP-UX
		HP-UX IPF
		Linux
		Linux for x64
		Linux on Itanium
		OpenVMS Alpha
		OpenVMS on HP Integrity
		Solaris
		Solaris for x64
		Tru64 UNIX

* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.

Type:	Usage Note
Priority:	low
Topic:	Analytics ==> Survival Analysis SAS Reference ==> Procedures ==> TPSPLINE SAS Reference ==> Procedures ==> MI Analytics ==> Regression SAS Reference ==> Procedures ==> GAM Analytics ==> Nonparametric Analysis Analytics ==> Multivariate Analysis SAS Reference ==> Procedures ==> NLMIXED Analytics ==> Mixed Models SAS Reference ==> Procedures ==> GLM SAS Reference ==> Procedures ==> LOGISTIC SAS Reference ==> Procedures ==> DISCRIM Analytics ==> Missing Value Imputation Analytics ==> Longitudinal Analysis Analytics ==> Forecasting Analytics ==> Discriminant Analysis SAS Reference ==> Procedures ==> MIXED Analytics ==> Design of Experiments SAS Reference ==> Procedures ==> VARMAX Analytics ==> Categorical Data Analysis SAS Reference ==> Procedures ==> OPTEX Analytics ==> Bayesian Analysis SAS Reference ==> Procedures ==> GENMOD SAS Reference ==> Procedures ==> LIFEREG SAS Reference ==> Procedures ==> MCMC SAS Reference ==> Procedures ==> PHREG Analytics ==> Analysis of Variance SAS Reference ==> Procedures ==> FMM SAS Reference ==> Procedures ==> QLIM SAS Reference ==> Procedures ==> HPQLIM SAS Reference ==> Procedures ==> COUNTREG SAS Reference ==> Procedures ==> BCHOICE SAS Reference ==> Procedures ==> HPFMM Analytics ==> Time Series Analysis SAS Reference ==> Procedures ==> BGLIMM

Date Modified:	2021-06-15 13:19:51
Date Created:	2003-09-19 10:01:23

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Usage Note 23407: Available Bayesian methods

Operating System and Release Information