I would like to do a multilevel regression analysis using a Bayesian approach. Could any body clarify what the difference/pros/cons in using GENMOD or MCMC? Does GLIMMIX have a BAYES option as GENMOD? thank you!
Medea,
When you say multilevel, do you mean hierarchically nested data only or you also need to model on longitudinal data?
There is a SAS training course on the subject "Multilevel modeling of hierarchical and longitudinal data using SAS". There should be a more cost-effective web class avaiable.
Jason Xin
Hello Jason, thank you for your message. I am not interested in longitudinal analysis, at the moment, I simply have 2 levels of nested data (Hospital and patients within). If you have a link for the mentioned web class, I would appreciate it.
Thank you and regards.
GLIMMIX does not have the same sort of Bayesian analysis as found in GENMOD. Take a look at Example 55.8 Nonlinear Poisson Regression Multilevel Random-Effects Model in the PROC MCMC documentation. That should provide an excellent starting point (well, assuming you have a background in MCMC methods).
Steve Denham
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Learn the difference between classical and Bayesian statistical approaches and see a few PROC examples to perform Bayesian analysis in this video.
Find more tutorials on the SAS Users YouTube channel.