| Chapter 52 TheMCMCProcedure" l7 ~" X# ?% j9 o1 k5 L Contents/ Y+ h5 ]& k- E5 T6 I R Overview:MCMCProcedure ............................ 34785 Y0 D0 Y( k W( O$ r PROCMCMCComparedwithOtherSASProcedures ............3479 GettingStarted:MCMCProcedure .......................... 3479' D, M; m( T+ a7 s, X SimpleLinearRegression ...........................3480 TheBehrens-FisherProblem ..........................3488 Mixed-EffectsModel .............................34927 f: T. K! e. S Syntax:MCMCProcedure .............................. 3495: `* ^2 Q3 _+ h5 g5 l PROCMCMCStatement ...........................3496 ARRAYStatement ...............................3508 BEGINCNST/ENDCNSTStatement .....................3509, F; x! J. w* {9 Z/ l BEGINNODATA/ENDNODATAStatements .................3511 BYStatement .................................3511 MODELStatement ...............................3512 PARMSStatement ...............................3515 PRIOR/HYPERPRIORStatement .......................3516 ProgrammingStatements ...........................3516 UDSStatement .................................3518# i3 ]# C( X2 N. }( l Details:MCMCProcedure .............................. 3522 HowPROCMCMCWorks ..........................3522 BlockingofParameters ............................35236 D: y1 Z: V2 H/ U, i" x: n Samplers ....................................35241 k1 A5 ^) u0 ?* n, f4 ^ TuningtheProposalDistribution .......................3525# W* G0 _" {0 Q1 d" H1 | z# d8 N InitialValuesoftheMarkovChains ......................3528 AssignmentsofParameters ..........................3528, ~6 H1 x/ g# `) y* t. U StandardDistributions .............................3530 SpecifyingaNewDistribution .........................3541 UsingDensityFunctionsintheProgrammingStatements ...........3542' {. [- f% ^% E! m! S TruncationandCensoring ...........................3544 MultivariateDensityFunctions ........................3546, \ ?3 s$ X9 N SomeUsefulSASFunctions ..........................3549; A) i: i9 m. Q! R MatrixFunctionsinPROCMCMC ......................3551: Z9 H" e; `. {& m* y( v ModelingJointLikelihood ...........................3556 RegeneratingDiagnosticsPlots ........................3557( d) C# q0 G ?$ S" v5 F PosteriorPredictiveDistribution ........................3560( d- V, ?. |8 ^& {- I( c0 @ E2 p HandlingofMissingData ...........................3565 FloatingPointErrorsandOverflows ......................35651 z) H) n H2 j( } HandlingErrorMessages ...........................35680 N2 M: m- r# S* E: \ ComputationalResources ...........................3570 DisplayedOutput ................................35715 E8 @7 T4 o7 g j6 V ODSTableNames ...............................3575 ODSGraphics .................................3577 Examples:MCMCProcedure ............................ 3578 Example52.1:SimulatingSamplesFromaKnownDensity .........3578 Example52.2:Box-CoxTransformation ...................3583 Example52.3:GeneralizedLinearModels ..................35927 D# Z0 b8 d3 t* k Example52.4:NonlinearPoissonRegressionModels ............3605 Example52.5:Random-EffectsModels ...................3614 Example52.6:ChangePointModels .....................3630 Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634' B( h- q5 Z5 w( W/ l* X2 h Example52.8:CoxModels ..........................3647 Example52.9:NormalRegressionwithIntervalCensoring .........3664+ R& b$ y$ B4 A6 k+ i/ e Example52.10:ConstrainedAnalysis ....................3666- x7 s& C7 P% l1 R7 e) ?: m Example52.11:ImplementaNewSamplingAlgorithm ...........3672 Example52.12:UsingaTransformationtoImproveMixing .........3683 Example52.13:Gelman-RubinDiagnostics .................3693 References ...................................... 3700" f8 w. V1 |# k) P ^$ q; X |
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