Capabilities for Bayesian Analysis in SAS/STAT Procedures
Experimental Bayesian Capabilities
SAS/STAT software now provides Bayesian analysis in downloadable, experimental versions of three procedures for SAS 9.1.3 on Windows: GENMOD, LIFEREG, and PHREG. The new BAYES statement in these procedures produces Bayesian modeling and inference capability in generalized linear models, accelerated life failure models, Cox regression models, and piecewise constant baseline hazard models (also known as piecewise exponential models). These versions are named BGENMOD, BLIFEREG, and BPHREG, respectively, and they otherwise contain the full functionality of the original procedures.
The following are some highlights:
- Computations use the Gibbs sampler to obtain posterior distributions.
- Convergence diagnostics such as the Gelman-Rubin, Geweke, Heidelberger-Welch, and Raftery-Lewis tests are produced as well as trace plots.
- All procedures offer the normal and uniform prior, and the BGENMOD procedure also provides Jeffreys’ prior.
- You can output the posterior distribution to a SAS data set for use in additional analysis.
The experimental BGENMOD, BLIFEREG and BPHREG procedures are being made available through the SAS web site so that users can provide feedback on this new software. The documentation provides an introduction to Bayesian analyses as well as a comprehensive reading list for further information. Additional chapters contain syntax, details, and examples for the individual procedures BGENMOD, BLIFEREG, and BPHREG. These chapters do not repeat information that is included in the SAS/STAT documentation for SAS 9.1.3.
Note that SAS is co-sponsoring a workshop on Bayesian Biostatistics with the UNC Biostatistics Department on May 14-15. It will features applications using this software. For more information: