I am interested in implementing a skew-normal mixed model in PROC NLMIXED. So far, I have been using Stan, via the R package brms, to fit this type of model in a Bayesian framework. But I am curious whether it is possible to do so in PROC NLMIXED as I have clients who are more comfortable with SAS and with Frequentist inference. If anyone is aware of existing SAS code that does this, I would be very interested. Or, if someone could point me to general guidelines or a template that would help me incorporate a distribution of my choosing into PROC NLMIXED, that would be extremely helpful.
For reference here is a very old thread where someone has posted code that generates the PDF for a skew-normal distribution in a DATA step.
Thanks very much for your help!