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Documentation Example 7 for PROC MCMC


/****************************************************************/
/*          S A S   S A M P L E   L I B R A R Y                 */
/*                                                              */
/*    NAME: MCMCEX7                                             */
/*   TITLE: Documentation Example 7 for PROC MCMC               */
/*          Logistic Regression Random-Effects Model            */
/* PRODUCT: STAT                                                */
/*  SYSTEM: ALL                                                 */
/*    KEYS:                                                     */
/*   PROCS: MCMC                                                */
/*    DATA:                                                     */
/*                                                              */
/* SUPPORT: Fang Chen                                           */
/*     REF: PROC MCMC, EXAMPLE 7                                */
/*    MISC:                                                     */
/****************************************************************/

title 'Logistic Regression Random-Effects Model';
data seeds;
   input r n seed extract @@;
   ind = _N_;
   datalines;
10  39  0  0    23  62  0  0    23  81  0  0    26  51  0  0
17  39  0  0     5   6  0  1    53  74  0  1    55  72  0  1
32  51  0  1    46  79  0  1    10  13  0  1     8  16  1  0
10  30  1  0     8  28  1  0    23  45  1  0     0   4  1  0
 3  12  1  1    22  41  1  1    15  30  1  1    32  51  1  1
 3   7  1  1
;


proc mcmc data=seeds outpost=postout seed=332786 nmc=20000;
   ods select PostSummaries PostIntervals;
   parms beta0 0 beta1 0 beta2 0 beta3 0 s2 1;
   prior s2 ~ igamma(0.01, s=0.01);
   prior beta: ~ general(0);
   w = beta0 + beta1*seed + beta2*extract + beta3*seed*extract;
   random delta ~ normal(w, var=s2) subject=ind;
   pi = logistic(delta);
   model r ~ binomial(n = n, p = pi);
run;