WinBUGSio: A SAS Macro for the Remote Execution of WinBUGS

Abstract

This is a macro which facilitates remote execution of WinBUGS from within SAS. The macro pre-processes data for WinBUGS, writes the WinBUGS batch-script, executes this script and reads in output statistics from the WinBUGS log-file back into SAS native format. The user specifies the input and output file names and directory path as well as the statistics to be monitored in WinBUGS. The code works best for a model that has already been set up and checked for convergence diagnostics within WinBUGS. An obvious extension of the use of this macro is for running simulations where the input and output files all have the same name but all that differs between simulation iterations is the input dataset. The functionality and syntax of the macro call are described in this paper and illustrated using a simple linear regression model.

Keywords

• Bayesian
• macro
• remote execution
• SAS
• WinBUGS