Hi Garnett, Many thanks. I got it clear now. However, I have ambiguities about how to specify the random intercepts and slopes for three level hierarchical model in Proc MCMC. Lets assume that we have 4 individual level variables (V01, V02, V03, V04), 3 variables at cluster level (V05, V06, V07) and 2 region level variables (V08, V09). In PROC GLIMMIX model, I can build the model like this; Proc glimmix data = care; Class cluster region; model y (event = last) = V01 V02 V03 V04 V05 V06 V07 V08 V09 / S; random int V01 V02 V03 V04 V05 V06 V07 / Subject = region; *7 random slopes and a random intercept; random int V01 V02 V03 V04 / Subject = cluster; *4 random slopes and a random intercept; run; Here is my attempt in PROC MCMC; Data xcare; V11 = compress (cluster) || "_" || compress(region); Run; Proc mcmc data = xcare seed = 570 nmc = 100000 outpost = mcmc_care; Parms B0-B9; *Since I have nine fixed effects as it is built in proc glimmix; Parms S2g S2d; Prior B: ~ normal (0, var = 1e6); Prior S2g ~ igamma (shape = 0.01, sacle = 0.01); Prior S2d ~ igamma (shape = 0.01, sacle = 0.01); random gamma? ~ normal (0, var = S2g) subject = region; *How can I specify the 7 random slopes and random intercept? ; random delta? ~ normal (0, var = S2d) subject = V11; *How can I specify the 4 random slopes and random intercept? ; Mu = B0 + B1*V01 + B2*V02 + B3*V03 + B4*V04 + B5*V05 + B6*V06 + B7*V07 + B8*V08 + B9*V09; P = logistic (Mu + gamma? + delta?); Model y ~ binary (P); Run; How can I specify the same model like proc glimmix with seven random slopes and a random intercept for the Subject = region and the four random slopes and a random intercept for the subject = V11? Regards
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