Programming the statistical procedures from SAS

Overall log likelihood of a hierarchical bayes model

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Contributor
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Overall log likelihood of a hierarchical bayes model

Hi everyone,

 

I want to compare the overall if of an MNL model, a fixed effects Bayes model and a random-effects hierarchical Bayes model. The log likelihood measure seems to be most appropirate for that, however how do I calculate the overall log likelihood for the HB model in the PROC BCHOICE procedure?

 

Thank you for your help.


Best,

Alex

Frequent Contributor
Posts: 132

Re: Overall log likelihood of a hierarchical bayes model

you could try holding all parameter estimates to the values you estimate using the 3 model frameworks in a framework that can nest all 3 specifications and outputs a true (not psuedo) likelihood. Maybe proc glimmix with method=laplace might work, depending on your original procedures.

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