There are three SAS procedures that enable you to do maximum likelihood estimation of parameters in an arbitrary model with a likelihood function that you define: PROC MODEL, PROC NLP, and PROC IML.

For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

and is the normal probability function. This is the likelihood function for a binary probit model. This likelihood is strictly positive so that you can take a square root of and use this as your ...