Programming the statistical procedures from SAS

Bivariate probit model with random effects

Frequent Contributor
Posts: 84

Bivariate probit model with random effects


I am trying to estimate a bivariate probit model with random effects. 

In my data, I have two binary outcomes (d and p) and only two continues predictors (x and y). d is a function of x and p is a function of y. I also have a variable called group that has two levels: one and two. the observations in each of the two groups are correlated. 

If I ignore the group and correlation between the variables, I can use proc qlim as the following:


proc qlim data=test;
     model d  = x;
     model p  = y;
endogenous d p ~ discrete;	

But how can I model the random effects and consider for the fact that observations within the same groups are correlated?


Respected Advisor
Posts: 2,655

Re: Bivariate probit model with random effects

You may wish to consider PROC GLIMMIX, with two dependent variables.  Multiple dependent variables can be handled using the dist=byobs() syntax.


If you can recast your model as something like:

proc glimmix data=hernio_uv;
   class dist;
   model response(event='1') = dist dist*age dist*OKstatus /
                    noint s dist=byobs(dist);

then you will be well on your way.  For more info, check the GLIMMIX documentation, and in particular the section following DISTRIBUTION=keyword.


Steve Denham






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