With the information provided in the WinBUGS Remote running page and Niels Peter Bådsgård's additional instructions, I was able to run WINBUGS14 through SAS (V9.0) on Windows 2000 operating system.

The following information may help those who wish to do so.

Step 1:

Use the following SAS code to create a script file bugscript.txt; the winBUGS14 folder has to be in the root directory C:\, and bugscript must be in folder :

data _null_; 
filename scrip "C:\WinBUGS14\bugscript.txt";
file scrip; 
put ////// @@

#1 "display('log')"

/* file BUGSCODE contains winBUGS code, file location needs to be specified in DOS format */
#2 "check('c:/docume~1/myfolder/bugscode.txt')" 

/* file BUGSDATA contains winBUGS data */
#3 "data('c:/docume~1/myfolder/BUGSdata.txt')"
#4 "compile(1)"

/* file BUGSINIT contains winBUGS initial values */
#5 "inits(1, 'c:/docume~1/myfolder/BUGSinit.txt')"

/ optional: use "gen.inits()" to generate initial values */

#6 "update(3000)"

/* set variable names to be monitored, one command line for each variable*/
#7 "set(varname)"
#8 "set(varname2)"

#9 "update(2000)"

/* call for stats to be output, one command for each variable  */
#10 "stats(varnames)"

/* coda file can be found in the same location as 
#11 "coda(varname,filename)"

/* BUGS log will be saved as bugslog.txt */
 
#12 "save('c:/docume~1/myfolder/bugslog.txt')"
#13 "quit()"
;
run;

Step 2:

The following is the content in bugscript.txt generated by the SAS data step:

display('log')
check('c:/docume~1/myfolder/bugscode.txt')
data('c:/docume~1/myfolder/BUGSdata.txt')
compile(1)
inits(1, 'c:/docume~1/myfolder/BUGSinit.txt')
update(3000)
set(varname)
set(varname2)
update(2000)
stats(varnames)

save('c:/docume~1/myfolder/bugslog.txt')
quit()

Step 3:

Run SAS X command. Again, the WinBUGS14 folder must be in the root directory.

data _null_;
x "C:\WinBUGS14\WinBUGS14.exe /PAR bugscript.txt";
run;
quit;

All Credits are due to Dr Niels Peter Bådsgård. I did not even do all the typing!

Jeng Mah, Guidant Corporation, St. Paul, Minnesota, USA