数学建模社区-数学中国

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
3 a: w; p% I+ M, @: m, @2 O" @
Chapter 52
( }) o5 \' Y3 |$ y( d! W# VTheMCMCProcedure- J# _% X) a, x. P; S* Q9 I
Contents0 e  L: {/ }1 ~4 N! w& o. ?
Overview:MCMCProcedure ............................ 3478
4 Q& z7 O  h' EPROCMCMCComparedwithOtherSASProcedures ............3479
7 T, j0 V# }3 @' P0 ]  W# ?+ E- `. XGettingStarted:MCMCProcedure .......................... 3479
0 x% N: w( `8 w5 P! M0 KSimpleLinearRegression ...........................34804 s! z5 \: S. L
TheBehrens-FisherProblem ..........................3488
) Q9 R7 H" T& {7 s- [  gMixed-EffectsModel .............................3492- P/ z5 m# x9 \( F; ^8 [4 E4 C
Syntax:MCMCProcedure .............................. 3495
; L1 T( j2 T) X& @% F0 RPROCMCMCStatement ...........................3496
. O5 q- E& I1 g/ u7 ~/ fARRAYStatement ...............................3508
& U3 y. e) U$ G4 d7 h& ^BEGINCNST/ENDCNSTStatement .....................3509! ^# ~9 o# h, s
BEGINNODATA/ENDNODATAStatements .................3511
6 s2 s9 b1 t+ T& NBYStatement .................................35119 A5 g+ H3 n) Y
MODELStatement ...............................3512' C" b$ C! Y7 a* x, z* [( S
PARMSStatement ...............................3515
( A) K, F6 X' A" lPRIOR/HYPERPRIORStatement .......................35162 C  w3 O* c+ ~1 L
ProgrammingStatements ...........................3516
/ I6 ~. L0 j5 b( ]. XUDSStatement .................................3518
/ }8 ~6 j# i3 H- UDetails:MCMCProcedure .............................. 3522" L/ Z* G3 `0 r" \0 ^' P6 x# i: a7 `
HowPROCMCMCWorks ..........................3522
  H5 P0 ?% B6 l2 V0 i* vBlockingofParameters ............................3523
2 N! K3 M# l( zSamplers ....................................3524
. ^0 S. P6 [* O2 O% ITuningtheProposalDistribution .......................3525. ]6 U; T) o" h5 k; y9 N
InitialValuesoftheMarkovChains ......................3528
8 |/ C& D7 S1 q5 _' j& I. H% j, TAssignmentsofParameters ..........................3528
, {* @+ o- L1 C0 r0 T- dStandardDistributions .............................35301 Q$ M- I. X1 S
SpecifyingaNewDistribution .........................3541
3 ~0 ]( t4 r4 S; pUsingDensityFunctionsintheProgrammingStatements ...........35421 P1 Q0 r/ f! s4 k0 p
TruncationandCensoring ...........................3544
) {' r7 H& T/ b- S9 [4 dMultivariateDensityFunctions ........................35463 ]4 E1 V$ w) H! n
SomeUsefulSASFunctions ..........................3549
& e' m' H9 {% `  i3 u. o+ |MatrixFunctionsinPROCMCMC ......................3551' I# ^* T' C- k: l2 \5 A
ModelingJointLikelihood ...........................3556& i0 X3 l2 b2 G* R( s: R$ t$ L! Z
RegeneratingDiagnosticsPlots ........................3557/ G: w: ?2 r8 x: [
PosteriorPredictiveDistribution ........................35606 e( m8 w# @) x  s+ e. _/ l, h8 a3 y
HandlingofMissingData ...........................3565
' C0 ~; @) G/ ~% gFloatingPointErrorsandOverflows ......................3565, ^# P- G9 b7 d; B
HandlingErrorMessages ...........................3568
4 \% M1 r4 }- w% bComputationalResources ...........................3570
( m  D; I5 \5 m) w* }) BDisplayedOutput ................................3571; c# c0 z" j4 w/ c# ]  k. p) ~. h8 b
ODSTableNames ...............................3575
/ ?0 l- C7 t2 l0 S: J- dODSGraphics .................................3577
- L& e$ V4 v, M% ~8 a0 cExamples:MCMCProcedure ............................ 3578  S; Y. g4 n8 a1 M" e  F/ W! O- w
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
; N0 O0 z* F# B4 m! H9 r( AExample52.2:Box-CoxTransformation ...................3583
# o: i; m; n7 d5 D1 h" ?% AExample52.3:GeneralizedLinearModels ..................3592
" G& ]) J, |# `- x" P  b% K! u9 YExample52.4:NonlinearPoissonRegressionModels ............3605- E. ?, t) d6 L. C! ^# c, X# g
Example52.5:Random-EffectsModels ...................3614
  H# e# S0 I9 I; Y3 {Example52.6:ChangePointModels .....................3630% k; q0 t) R9 s$ V4 s: J5 ]
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
5 v" p! x# w; M8 CExample52.8:CoxModels ..........................3647
8 _2 C" @% S1 ^0 Q1 [( k* g+ vExample52.9:NormalRegressionwithIntervalCensoring .........3664$ j/ S+ V9 m0 c6 R8 K( k' ~% ]1 \
Example52.10:ConstrainedAnalysis ....................3666
. Y9 |  g6 d4 ~Example52.11:ImplementaNewSamplingAlgorithm ...........3672
4 R: ~$ h, e0 c0 O' i4 I. ZExample52.12:UsingaTransformationtoImproveMixing .........3683
0 d+ f* }( H% ]( C+ B# bExample52.13:Gelman-RubinDiagnostics .................3693/ _' w4 L3 M. [$ y: D3 k8 [
References ...................................... 3700
+ H7 G3 i7 e; Y# k- Q
2 o) _( v* V+ d/ X
作者: tbob228    时间: 2014-7-23 14:53
谢谢好人一枚" G" {$ B1 O) H% f# u- o1 G
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！/ i) I8 X4 b3 g/ v* b1 {+ V  w
作者: 本世界的大人    时间: 2015-9-4 15:46
谢谢分享，学习学习。。。。: H* b8 N) Y) Z  }/ A8 s1 {




欢迎光临 数学建模社区-数学中国 (http://www.madio.net/) Powered by Discuz! X2.5