Programming the statistical procedures from SAS

Hierarchical multilevel bayes model (proc mcmc)

Reply
New Contributor
Posts: 3

Hierarchical multilevel bayes model (proc mcmc)

Dear,

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:

Y_{ijk} | \mu_{jk} ~ N(\mu_{jk}, \sigma^2_w)

where \mu_{jk} | m_k ~ N(m_k, \sigma^2_{b2})

and m_k ~ N(\beta, \sigma^2_{b1})

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!

Thanks in advance,

Bert

Ask a Question
Discussion stats
  • 0 replies
  • 212 views
  • 0 likes
  • 1 in conversation