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标题: [教程] SAS_STAT9.2 User’s Guide, Second Edition The MCMC Procedure [打印本页]
作者: 建不了的模。    时间: 2014-7-22 09:28
标题: [教程] SAS_STAT9.2 User’s Guide, Second Edition The MCMC Procedure

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Chapter 52
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Contents
' P2 d) X/ L6 n4 x6 U* f" n7 JOverview:MCMCProcedure ............................ 3478
  n" {- B$ k; j" @3 j$ cPROCMCMCComparedwithOtherSASProcedures ............3479
/ q6 p: I4 ~( }" e$ K8 C, UGettingStarted:MCMCProcedure .......................... 3479
4 W' p2 _, E, v& [" ]SimpleLinearRegression ...........................34802 \% q- V6 `7 m0 G2 |
TheBehrens-FisherProblem ..........................3488
+ z* `- `8 X5 T2 bMixed-EffectsModel .............................3492
9 ?3 C/ _; D" ~$ F6 B5 Q1 [5 J1 j5 dSyntax:MCMCProcedure .............................. 34959 Q- x; v7 w& N
PROCMCMCStatement ...........................3496
1 {! m' j6 r# D  k) vARRAYStatement ...............................3508% K' u3 \' y& f( O0 t( t( t5 i1 \$ I
BEGINCNST/ENDCNSTStatement .....................3509
" s1 ^. g* ~& Y) b+ @) A' T% UBEGINNODATA/ENDNODATAStatements .................35111 l# _# C. i  q8 m; y
BYStatement .................................35119 |. P; q( X) c) k5 N1 J
MODELStatement ...............................3512
. ^+ G: F& m3 W- P! r% a1 wPARMSStatement ...............................3515
5 D* J4 Z8 K5 i! W1 Y# HPRIOR/HYPERPRIORStatement .......................3516: W7 d/ |" ]4 p8 I" S4 U
ProgrammingStatements ...........................3516
: T8 B$ c4 G+ h2 X: \/ tUDSStatement .................................3518+ c; S0 g# D! ^/ ^( ~
Details:MCMCProcedure .............................. 3522
2 ~) [0 t8 U# A, ^" n! E6 f; l! M1 `HowPROCMCMCWorks ..........................3522! S4 b' B. m' X/ Q+ W
BlockingofParameters ............................35235 P* u+ h# Y1 t
Samplers ....................................3524
: q4 q& C* V1 [TuningtheProposalDistribution .......................3525
1 e" y4 v% ?& x$ P4 r2 J' MInitialValuesoftheMarkovChains ......................3528% T  }* P; w5 d8 i
AssignmentsofParameters ..........................3528
% ^* m0 d1 `9 C7 BStandardDistributions .............................3530: M- c' o4 C$ ^: |) T1 }! @
SpecifyingaNewDistribution .........................3541
* {" j/ S, w0 \8 f/ [3 p% n9 sUsingDensityFunctionsintheProgrammingStatements ...........3542
* D7 J2 C9 `. {7 U% PTruncationandCensoring ...........................3544
! t. G! ?/ k& ^. tMultivariateDensityFunctions ........................3546
) M; a/ _0 m" @  L, @" KSomeUsefulSASFunctions ..........................3549
+ D' R4 \2 u% B7 Z+ {MatrixFunctionsinPROCMCMC ......................3551- z5 |# z& O$ F! f
ModelingJointLikelihood ...........................3556
( k; m- W; T9 I, `0 @, ^. LRegeneratingDiagnosticsPlots ........................3557' ~. j+ ^: e" s4 }
PosteriorPredictiveDistribution ........................35601 k8 x  V" n, o/ N* X/ r
HandlingofMissingData ...........................35659 y# ~/ q# f- P" s; Y/ v5 ?$ ?6 ]
FloatingPointErrorsandOverflows ......................35655 E# i. c& c: O' m' D( R4 y5 L
HandlingErrorMessages ...........................3568; h. L2 P6 \5 T! _9 J: R
ComputationalResources ...........................3570
) l* w( U% B& i6 eDisplayedOutput ................................3571
& J+ H  x. l0 i5 p$ _ODSTableNames ...............................3575
9 n" `; t7 y$ Y# ~: ^. sODSGraphics .................................3577
1 x3 U, N, o4 B" E: A$ F  ]Examples:MCMCProcedure ............................ 3578% m7 N9 F; l. }+ d, y) U* }
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
. p2 e% ]' Q9 EExample52.2:Box-CoxTransformation ...................35832 w4 l9 V& X' |$ N; V
Example52.3:GeneralizedLinearModels ..................3592' u, a: w: W. G+ v- n6 L9 ^
Example52.4:NonlinearPoissonRegressionModels ............3605. p) v8 B7 P4 @/ R1 E7 m  ^2 n3 O1 R
Example52.5:Random-EffectsModels ...................36148 m6 d/ ]6 r  L/ e
Example52.6:ChangePointModels .....................3630
% c$ O+ @1 k2 H& U" Q9 RExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
. F2 w; C, P' a, l3 wExample52.8:CoxModels ..........................3647
, ~! Z* p5 l/ P* vExample52.9:NormalRegressionwithIntervalCensoring .........3664, C6 ]4 W7 }) K1 i5 h
Example52.10:ConstrainedAnalysis ....................3666
$ A- R. e8 E5 P1 T- xExample52.11:ImplementaNewSamplingAlgorithm ...........3672
; c$ s" D: X* [Example52.12:UsingaTransformationtoImproveMixing .........3683$ c* {$ D. Q1 @
Example52.13:Gelman-RubinDiagnostics .................3693
. v# j5 G; f9 p; ]1 V$ b) pReferences ...................................... 3700
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作者: tbob228    时间: 2014-7-23 14:53
谢谢好人一枚+ V& V; Q, ?# Z
作者: w785485068    时间: 2014-7-30 20:10
支持了。。。。。。。
作者: 破碎的风    时间: 2015-2-7 23:24
不错不错！- {8 C  f3 X4 |" Q, A
作者: 本世界的大人    时间: 2015-9-4 15:46
谢谢分享，学习学习。。。。
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