Question: Exercise 8.5 Run the Mice Example of the WinBUGS document Examples Vol I in SAS using the Bayesian option in PROC LIFEREG and PROC MCMC.
Exercise 8.5 Run the Mice Example of the WinBUGS document ‘Examples Vol I’ in SAS using the Bayesian option in PROC LIFEREG and PROC MCMC. Try out different MH samplers with PROC MCMC. Compare the convergence rates and posterior summary measures between the SAS procedures but also to that of WinBUGS. Then replace the Weibull distribution with a lognormal distribution and evaluate again the performance of samplers.
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