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

建不了的模。

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Chapter 52 1 s" ]7 g6 J8 D7 h: E% B8 W) _* Z  ZTheMCMCProcedure Contents Overview:MCMCProcedure ............................ 3478 PROCMCMCComparedwithOtherSASProcedures ............3479   N$ E# g7 h. x: sGettingStarted:MCMCProcedure .......................... 3479 SimpleLinearRegression ...........................3480 TheBehrens-FisherProblem ..........................3488 4 p; {6 _/ }% A$ J% b! p! Z# qMixed-EffectsModel .............................3492 ' |, j$ }/ s8 T! SSyntax:MCMCProcedure .............................. 3495 : g% o( z, z) i5 Y6 H0 IPROCMCMCStatement ...........................3496 ' o+ E+ s! J6 L# b" |( H: PARRAYStatement ...............................3508 BEGINCNST/ENDCNSTStatement .....................3509 BEGINNODATA/ENDNODATAStatements .................3511 : y8 j& X% i7 F' ]0 N0 yBYStatement .................................3511 7 n3 y! U: n  j% V) }# X" \MODELStatement ...............................3512 5 \6 Z4 c( c, v$ e& BPARMSStatement ...............................3515 2 M: n! g: t. m  m5 APRIOR/HYPERPRIORStatement .......................3516 3 R/ W# `* U1 L; F8 y" AProgrammingStatements ...........................3516 UDSStatement .................................3518 % W5 _) {: ^1 D: n0 M: D+ f7 yDetails:MCMCProcedure .............................. 3522 HowPROCMCMCWorks ..........................3522 BlockingofParameters ............................3523 3 E" |$ x' D" E8 N6 A" p. |Samplers ....................................3524 8 m7 T5 w, k1 I& M" Y, w1 j. e: O. O& vTuningtheProposalDistribution .......................3525 InitialValuesoftheMarkovChains ......................3528 % w% z8 ?: l  Q8 h& u1 bAssignmentsofParameters ..........................3528 : X1 {8 T& m3 tStandardDistributions .............................3530 ( B, M$ m( k1 H) v0 R7 |& MSpecifyingaNewDistribution .........................3541 $ @4 q" o7 v0 A: b2 }* I$ |UsingDensityFunctionsintheProgrammingStatements ...........3542 - D& S# L1 `' V5 r2 M2 q% yTruncationandCensoring ...........................3544 MultivariateDensityFunctions ........................3546 * Z, s" t/ i. y+ J3 R9 {- ]SomeUsefulSASFunctions ..........................3549 ) \- i8 k1 F+ z/ {6 VMatrixFunctionsinPROCMCMC ......................3551 ' T) w# B( Y4 I: xModelingJointLikelihood ...........................3556 ) W# x! E1 Z6 }- V) m+ A& sRegeneratingDiagnosticsPlots ........................3557 PosteriorPredictiveDistribution ........................3560 HandlingofMissingData ...........................3565 ) k# _0 X5 y+ ~! m* }; N2 s! IFloatingPointErrorsandOverflows ......................3565 / j+ i7 \) _, T+ Y4 w2 yHandlingErrorMessages ...........................3568 ComputationalResources ...........................3570 DisplayedOutput ................................3571 ; N8 P0 A! Q+ ]/ d6 aODSTableNames ...............................3575 - @0 b3 G* }) n0 s. |: C2 g. AODSGraphics .................................3577 Examples:MCMCProcedure ............................ 3578 Example52.1:SimulatingSamplesFromaKnownDensity .........3578 Example52.2:Box-CoxTransformation ...................3583 Example52.3:GeneralizedLinearModels ..................3592 Example52.4:NonlinearPoissonRegressionModels ............3605 ' }5 d$ ^$ F" X7 s4 i, q) fExample52.5:Random-EffectsModels ...................3614 * d8 @/ B! K1 i/ |! K4 `Example52.6:ChangePointModels .....................3630 Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634 : `. i2 `2 k5 e( F0 VExample52.8:CoxModels ..........................3647 Example52.9:NormalRegressionwithIntervalCensoring .........3664 : a( t) M7 `  O, }0 n% EExample52.10:ConstrainedAnalysis ....................3666 Example52.11:ImplementaNewSamplingAlgorithm ...........3672 Example52.12:UsingaTransformationtoImproveMixing .........3683 4 T8 }2 Q! }* ?4 v  i1 [2 qExample52.13:Gelman-RubinDiagnostics .................3693 - x+ j; Z& @/ p( {( G" {$ B" s1 eReferences ...................................... 3700 游客，如果您要查看本帖隐藏内容请回复

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