SAS WinBUGS using multiple chains
2009-11-26
 SAS WinBUGS using multiple chains Please cite this using Zhang, Z., McArdle, J. J., Wang, L., & Hamagami, F. (2008). A SAS interface for Bayesian analysis with WinBUGS. Structural Equation Modeling, 15(4), 705?C728. Using the linear regression model example (http://www.psychstat.org/us/article.php/73.htm), the method with two chains are specified as following. /*Create the initial values - Starting values should be carefully chosen.*/ /*Starting values for chain 1*/DATA _NULL_;FILE "c:\RegInit1.txt";PUT "list(b0=0, b1=0, b2=0, Inv_sig2_e=1)";RUN; /*Starting values for chain 2*/DATA _NULL_;FILE "c:\RegInit2.txt";PUT "list(b0=5, b1=5, b2=5, Inv_sig2_e=5)";RUN; /*Create a script file that includes the command to be used in WinBUGS*/DATA _NULL_;FILE "C:\Programs\WinBUGS14\BatchReg.txt";PUT // @@#1 "display('log')"#2 "check('c:/RegModel.txt')" #3 "data('c:/RegData.txt')"#4 "compile(2)"#5 "inits(1, 'c:/RegInit1.txt')"#6 "inits(2, 'c:/RegInit2.txt')"#7 "gen.inits()"#8 "update(2000)"#9 "set(b0)"#10 "set(b1)"#11 "set(b2)"#12 "set(Sig2_e)"#13 "dic.set()"#14 "update(5000)"#15 "dic.stats()"#16 "coda(*,'c:/output')"#17 "save('c:/bugslog.txt')"#18 "quit()";RUN;
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