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升级   0% TA的每日心情 | 开心 2015-3-12 15:35 |
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签到天数: 207 天 [LV.7]常住居民III
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! f! U( l2 w$ `" T) M8 b0 sChapter 52
) l+ [3 ]( `+ T$ `TheMCMCProcedure
) u( f, X. A5 k9 i# i ?! ~Contents
/ T% D6 y7 X& d$ qOverview:MCMCProcedure ............................ 34780 I0 Z; F I3 h' x5 j) s) J; t8 C' E
PROCMCMCComparedwithOtherSASProcedures ............3479
& G( W" U: ^5 t f8 }GettingStarted:MCMCProcedure .......................... 3479
4 ?# P- ~% X: j6 y+ l! ^# QSimpleLinearRegression ...........................3480* t& A& a. q8 a3 J' p& t7 n L
TheBehrens-FisherProblem ..........................3488+ ?# a, X0 U* J! G
Mixed-EffectsModel .............................3492
9 j) o0 r6 n" g YSyntax:MCMCProcedure .............................. 34957 }! z1 b- U- v
PROCMCMCStatement ...........................3496
5 s8 R5 W/ f4 {: f+ lARRAYStatement ...............................3508
6 L! T' I3 w: d. V. V+ F! }BEGINCNST/ENDCNSTStatement .....................3509
/ J5 q s5 x9 [$ f2 |( k. hBEGINNODATA/ENDNODATAStatements .................3511
, t- `! \. F0 A$ S# h! @& ]BYStatement .................................3511
2 Q4 F& o' _" dMODELStatement ...............................3512. Y1 {6 H, H8 K3 m8 |1 b+ _ j
PARMSStatement ...............................3515" X- p/ \1 `9 Y- }8 Q1 Z$ C4 A
PRIOR/HYPERPRIORStatement .......................35162 ]+ ]0 q- ^) U9 @" _
ProgrammingStatements ...........................3516
& | m1 g+ W+ ]& n4 qUDSStatement .................................3518
" e* m6 w, X$ sDetails:MCMCProcedure .............................. 3522& T9 q8 C! ]8 Y0 O
HowPROCMCMCWorks ..........................3522
1 m6 A3 G8 s5 G" E/ n/ w5 ^# D. ?BlockingofParameters ............................3523' e* W. v3 R7 }3 [' _/ p
Samplers ....................................3524$ e7 w: n( j: p+ d$ Y
TuningtheProposalDistribution .......................35252 y# K& Z+ _" k" q9 M
InitialValuesoftheMarkovChains ......................3528- i' w9 B: V5 c
AssignmentsofParameters ..........................3528/ u' O% ~* h8 q3 A+ R
StandardDistributions .............................3530
6 V3 r4 f j5 H( {SpecifyingaNewDistribution .........................3541
/ Q0 b1 u3 q3 b+ ]+ U& g8 z1 kUsingDensityFunctionsintheProgrammingStatements ...........3542, }* U# U% k/ x0 p0 ~4 @& y, h
TruncationandCensoring ...........................35447 v' @7 }/ W4 M6 X+ Q
MultivariateDensityFunctions ........................3546
: {' W) a, n# {5 L# tSomeUsefulSASFunctions ..........................3549
7 A, e. ~! R# q& \/ h- rMatrixFunctionsinPROCMCMC ......................3551
7 H) J: }. [( SModelingJointLikelihood ...........................3556
: ^5 s9 [% C! ~4 x) CRegeneratingDiagnosticsPlots ........................3557& |6 j J3 M4 o/ v
PosteriorPredictiveDistribution ........................3560& C. J; T7 x5 p) C7 j. c
HandlingofMissingData ...........................3565! m. ^9 y* j0 K/ ^7 S
FloatingPointErrorsandOverflows ......................3565
! l/ e- Y7 h* u* P0 jHandlingErrorMessages ...........................3568- N, j6 e) o( k; J
ComputationalResources ...........................3570
; |9 l# e A! U* G M1 Z0 ]DisplayedOutput ................................3571 D' t, Z, F2 W# Z) E4 B) s
ODSTableNames ...............................3575
{1 |: M/ H) h' W0 ?( F7 i$ m8 sODSGraphics .................................35771 ~ M9 X7 @. q. |7 d
Examples:MCMCProcedure ............................ 3578
2 h9 U* y' `( R4 P) MExample52.1:SimulatingSamplesFromaKnownDensity .........3578 s9 I7 K+ W3 K7 K2 [
Example52.2:Box-CoxTransformation ...................3583
0 a. V1 g- f0 |2 |5 S9 ^4 @Example52.3:GeneralizedLinearModels ..................3592
$ j: M3 {& s, \; G0 fExample52.4:NonlinearPoissonRegressionModels ............3605, m. Z2 I$ K; G/ X: l3 |# B
Example52.5:Random-EffectsModels ...................3614
8 I+ x# Z T8 mExample52.6:ChangePointModels .....................36303 u! W" _% n% |4 ]7 F, ^
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
/ E$ o* T4 X/ iExample52.8:CoxModels ..........................36471 ?' \. r: C. O6 s4 c- \3 u( @
Example52.9:NormalRegressionwithIntervalCensoring .........3664/ s& Q+ ?9 b6 N8 j, y" H
Example52.10:ConstrainedAnalysis ....................3666
# U( T+ t( J3 ~1 ~2 _Example52.11:ImplementaNewSamplingAlgorithm ...........3672- K7 |8 M/ C1 o h* r
Example52.12:UsingaTransformationtoImproveMixing .........36836 z; k4 P+ e) G6 t' }
Example52.13:Gelman-RubinDiagnostics .................3693, {* e) o1 F- {2 B) a
References ...................................... 3700# t" H9 Q9 e+ e8 ]4 p. w
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