Hello All; I am trying to create a Bayesian Logistic Hierarchical using proc MCMC. I am using the exact dataset and codes provided by SAS in the example in the following link, SAS Official Manual Example the only difference between my model and the example model is that the response variable in the example is a continues variable and has a normal distribution while in my model the response is a dichotomous variable and thus has a binary distribution. I create a new variable in the data-set, called overweight which is equal to 1 if the Rat's weight is above average and zero otherwise and then try to model the probability of being over weight as a logistic function of age. data rats; array days[5] (8 15 22 29 36); input weight @@; subject = ceil(_n_/5); index = mod(_n_-1, 5) + 1; age = days[index]; drop index days:; datalines; 151 199 246 283 320 145 199 249 293 354 147 214 263 312 328 155 200 237 272 297 135 188 230 280 323 159 210 252 298 331 141 189 231 275 305 159 201 248 297 338 177 236 285 350 376 134 182 220 260 296 160 208 261 313 352 143 188 220 273 314 154 200 244 289 325 171 221 270 326 358 163 216 242 281 312 160 207 248 288 324 142 187 234 280 316 156 203 243 283 317 157 212 259 307 336 152 203 246 286 321 154 205 253 298 334 139 190 225 267 302 146 191 229 272 302 157 211 250 285 323 132 185 237 286 331 160 207 257 303 345 169 216 261 295 333 157 205 248 289 316 137 180 219 258 291 153 200 244 286 324 ; run; data rats; set rats; if weight>242 then overweight=1; else overweight=0; run; proc mcmc data=rats nmc=10000 outpost=postout seed=17 init=random; ods select Parameters REParameters PostSummaries; array theta[2] alpha beta; array theta_c[2]; array Sig_c[2,2]; array mu0[2]; array Sig0[2,2]; array S[2,2] (0.02 0 0 20); begincnst; call zeromatrix(mu0); call identity(Sig0); call mult(Sig0, 1000, Sig0); endcnst; parms theta_c Sig_c {121 0 0 0.26} var_y; prior theta_c ~ mvn(mu0, Sig0); prior Sig_c ~ iwish(2, S); prior var_y ~ igamma(0.01, scale=0.01); random theta ~ mvn(theta_c, Sig_c) subject=subject; mu = logistic(alpha + beta * age+var_y ); model overweight~ binary(mu); run; When I run the model, I get this error message, Observation 2 of the response variable has a value of 0, and it does not produce a positive log-likelihood value. Possible causes are: the response variable is outside of the support set of the likelihood function or some distribution parameters Would you please help me with this issue? are missing.
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