PROC MCMC DATA=ndata NMC=40000  NBI=5000 THIN=2
DIC SEED=17 INIT=RANDOM DIAG=(ESS GEWEKE) 
STATISTICS(ALPHA=0.05)=(SUMMARY INTERVAL) MONITOR=(_PARMS_ var_e)
OUTPOST=histsn; 
ODS SELECT PARAMETERS POSTSUMMARIES POSTINTERVALS GEWEKE ESS TADPANEL;
ARRAY b[2] L S;
ARRAY beta[2];
ARRAY Sigma_b[2,2];
ARRAY beta0[2] (0 0);
ARRAY sigma0[2,2] (1000 0 0 1000);
ARRAY V[2,2] (1 0 0 1);
PARMS beta {5 2};
PARMS sigma_b {1 0 0 1};
PARMS sigma_e 1;
PARMS alpha 0;
PRIOR beta ~ MVN(beta0, sigma0);
PRIOR Sigma_b ~ IWISH(2, V);
PRIOR sigma_e ~ IGAMMA(0.01, SCALE=0.01);
PRIOR alpha~UNIFORM(-.5,.5);
RANDOM b ~ MVN(beta, Sigma_b) SUBJECT=id;
mu = L + S * time;
var_e = sigma_e*sigma_e;
e = y - mu;
xi = -sigma_e*alpha/sqrt(1+alpha*alpha)*sqrt(2/3.1415926);
ll = log(2)-log(sigma_e)+logpdf('normal',(e-xi)/sigma_e,0,1)+logcdf('normal',alpha*(e-xi)/sigma_e,0,1);
MODEL e ~ general(ll);
RUN;