SUPPORT / SAMPLES & SAS NOTES
 

Support

Usage Note 23407: Available Bayesian methods

DetailsAboutRate It

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.
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.
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.
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.
%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 FamilyProductSystemSAS Release
ReportedFixed*
SAS SystemSAS/ETSAlln/a
SAS SystemSAS/IML WorkshopAlln/a
SAS SystemSAS/QCAlln/a
SAS SystemSAS/STATAlln/a
SAS SystemSAS/Geneticsz/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.