02-26-2014 03:28 AM
How is possible to provide the log likelihood value for MCMC procedure from other procedures.
I.e. for given value of parameter we use other procedures in sas to return the likelihood value (rather than programming statement in PROC MCMC) and use the calculated likelihood in MCMC.
proc mcmc data=inputdata;
prior alpha ~ normal(0,1);
****** here use PROC REG to calculate the likelihood value for data for given alpha ****
***** put the PROC REG calculated log likelihood in variable LL ***