建不了的模。 发表于 2014-7-22 09:28

[教程] SAS_STAT9.2 User’s Guide, Second Edition The MCMC Procedure



Chapter 52
TheMCMCProcedure
Contents
Overview:MCMCProcedure ............................ 3478
PROCMCMCComparedwithOtherSASProcedures ............3479
GettingStarted:MCMCProcedure .......................... 3479
SimpleLinearRegression ...........................3480
TheBehrens-FisherProblem ..........................3488
Mixed-EffectsModel .............................3492
Syntax:MCMCProcedure .............................. 3495
PROCMCMCStatement ...........................3496
ARRAYStatement ...............................3508
BEGINCNST/ENDCNSTStatement .....................3509
BEGINNODATA/ENDNODATAStatements .................3511
BYStatement .................................3511
MODELStatement ...............................3512
PARMSStatement ...............................3515
PRIOR/HYPERPRIORStatement .......................3516
ProgrammingStatements ...........................3516
UDSStatement .................................3518
Details:MCMCProcedure .............................. 3522
HowPROCMCMCWorks ..........................3522
BlockingofParameters ............................3523
Samplers ....................................3524
TuningtheProposalDistribution .......................3525
InitialValuesoftheMarkovChains ......................3528
AssignmentsofParameters ..........................3528
StandardDistributions .............................3530
SpecifyingaNewDistribution .........................3541
UsingDensityFunctionsintheProgrammingStatements ...........3542
TruncationandCensoring ...........................3544
MultivariateDensityFunctions ........................3546
SomeUsefulSASFunctions ..........................3549
MatrixFunctionsinPROCMCMC ......................3551
ModelingJointLikelihood ...........................3556
RegeneratingDiagnosticsPlots ........................3557
PosteriorPredictiveDistribution ........................3560
HandlingofMissingData ...........................3565
FloatingPointErrorsandOverflows ......................3565
HandlingErrorMessages ...........................3568
ComputationalResources ...........................3570
DisplayedOutput ................................3571
ODSTableNames ...............................3575
ODSGraphics .................................3577
Examples:MCMCProcedure ............................ 3578
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
Example52.2:Box-CoxTransformation ...................3583
Example52.3:GeneralizedLinearModels ..................3592
Example52.4:NonlinearPoissonRegressionModels ............3605
Example52.5:Random-EffectsModels ...................3614
Example52.6:ChangePointModels .....................3630
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
Example52.8:CoxModels ..........................3647
Example52.9:NormalRegressionwithIntervalCensoring .........3664
Example52.10:ConstrainedAnalysis ....................3666
Example52.11:ImplementaNewSamplingAlgorithm ...........3672
Example52.12:UsingaTransformationtoImproveMixing .........3683
Example52.13:Gelman-RubinDiagnostics .................3693
References ...................................... 3700
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tbob228 发表于 2014-7-23 14:53

谢谢好人一枚

w785485068 发表于 2014-7-30 20:10

支持了。。。。。。。

破碎的风 发表于 2015-2-7 23:24

不错不错！

本世界的大人 发表于 2015-9-4 15:46

谢谢分享，学习学习。。。。
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