Hi Lander,   Sorry for the late response: just came across your question about PROC BCHOICE.   I am Amy Shi, and am part of the Bayesian Statistical Modeling group at SAS R&D that is responsible for putting together the BCHOICE and MCMC procedures.   In the MODEL statement of BCHOICE, there is a CPRIOR=NORMAL (options) specifies the prior distribution for the regression coefficients. The default is the normal prior Normal (mean=0, cov=100*Identity).   If you are interested and have more questions about BCHOICE, please write to amy.shi@sas.com   Thanks,   Amy Shi SAS   ... View more