topic Hierarchical multilevel bayes model (proc mcmc) in Statistical Procedures https://communities.sas.com/t5/Statistical-Procedures/Hierarchical-multilevel-bayes-model-proc-mcmc/m-p/190954#M10111 <HTML><HEAD></HEAD><BODY><P>Dear,</P><P></P><P>Does somebody has an example code of proc mcmc for a hierarchical random effects model of at least 3 levels? I want to fit such a bayesian model to data with proc MCMC but can't find really how to. My model looks like this:</P><P></P><P>Y_{ijk} | \mu_{jk} ~ N(\mu_{jk}, \sigma^2_w)</P><P>where \mu_{jk} | m_k ~ N(m_k, \sigma^2_{b2})</P><P>and m_k ~ N(\beta, \sigma^2_{b1})</P><P></P><P>One could, for instance, take m_k as a school effect, \mu_{jk} as a nested class effect (within the school k) and i=1,...,n_{jk} as the number of observations (students) in class j of school k. The eventual parameter of interest is mainly \beta. All help will be greatly appreciated!</P><P></P><P>Thanks in advance,</P><P>Bert</P></BODY></HTML> Wed, 23 Jul 2014 12:35:09 GMT bert_db 2014-07-23T12:35:09Z Hierarchical multilevel bayes model (proc mcmc) https://communities.sas.com/t5/Statistical-Procedures/Hierarchical-multilevel-bayes-model-proc-mcmc/m-p/190954#M10111 <HTML><HEAD></HEAD><BODY><P>Dear,</P><P></P><P>Does somebody has an example code of proc mcmc for a hierarchical random effects model of at least 3 levels? I want to fit such a bayesian model to data with proc MCMC but can't find really how to. My model looks like this:</P><P></P><P>Y_{ijk} | \mu_{jk} ~ N(\mu_{jk}, \sigma^2_w)</P><P>where \mu_{jk} | m_k ~ N(m_k, \sigma^2_{b2})</P><P>and m_k ~ N(\beta, \sigma^2_{b1})</P><P></P><P>One could, for instance, take m_k as a school effect, \mu_{jk} as a nested class effect (within the school k) and i=1,...,n_{jk} as the number of observations (students) in class j of school k. The eventual parameter of interest is mainly \beta. All help will be greatly appreciated!</P><P></P><P>Thanks in advance,</P><P>Bert</P></BODY></HTML> Wed, 23 Jul 2014 12:35:09 GMT https://communities.sas.com/t5/Statistical-Procedures/Hierarchical-multilevel-bayes-model-proc-mcmc/m-p/190954#M10111 bert_db 2014-07-23T12:35:09Z