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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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Chapter 525 O9 j) L# r6 r7 b: G0 K
TheMCMCProcedure
( C) L o0 S" U- X0 K% I) VContents3 i- `3 t/ y+ e
Overview:MCMCProcedure ............................ 3478 j# h1 ~/ w: y- R' H" a
PROCMCMCComparedwithOtherSASProcedures ............3479
) v1 K! ^" w0 N* i7 o" \GettingStarted:MCMCProcedure .......................... 3479
0 [" z8 T4 V: ISimpleLinearRegression ...........................3480 M' [7 I6 K$ P9 W9 W
TheBehrens-FisherProblem ..........................34889 |' s6 [2 b \' [: C$ s
Mixed-EffectsModel .............................3492! S% T3 w+ P+ ~2 W4 s- x( U
Syntax:MCMCProcedure .............................. 34957 j d8 @7 G _! N, [
PROCMCMCStatement ...........................34969 l8 ?( b5 s+ @# o: [ A- U
ARRAYStatement ...............................35082 M8 P* G/ K% o/ t% \) M; p
BEGINCNST/ENDCNSTStatement .....................3509
/ b& @ c y* S7 Z0 [( gBEGINNODATA/ENDNODATAStatements .................3511
, _# z+ t1 Y# J8 X; f0 LBYStatement .................................3511
o, B9 O( |* ^! NMODELStatement ...............................3512
, @; f" ^8 v, l" H( }: WPARMSStatement ...............................3515
' X/ i* d% r$ P' \) ePRIOR/HYPERPRIORStatement .......................3516
( {5 Y) [$ }( E- x) Q1 |4 w. NProgrammingStatements ...........................3516
6 @& `& M: \# r% n$ Y3 `UDSStatement .................................3518
# f4 Q; f4 v5 w, ~0 ODetails:MCMCProcedure .............................. 3522/ z5 o9 n: k/ x7 w |
HowPROCMCMCWorks ..........................3522
3 h L, f0 }* g. hBlockingofParameters ............................3523
, i8 [1 e, z0 W k- Z& R8 G2 z# ~Samplers ....................................35241 _ D+ S& x3 \1 L) e
TuningtheProposalDistribution .......................3525' W6 c0 J) P$ x' I: S c: l, r
InitialValuesoftheMarkovChains ......................3528. K' p! F+ o/ @. A) N' u# M, P
AssignmentsofParameters ..........................3528
6 t. a7 ?; F# t0 c4 RStandardDistributions .............................3530
5 L; ^. l5 X2 r E: ~SpecifyingaNewDistribution .........................3541
3 ]7 E) D8 G" n3 e) R* P1 C, r8 k* nUsingDensityFunctionsintheProgrammingStatements ...........3542! c# U% Q2 W* h" r+ s0 m
TruncationandCensoring ...........................3544
o3 q w9 Z. m; Y5 C! D/ aMultivariateDensityFunctions ........................3546
" p* c# c4 b6 T VSomeUsefulSASFunctions ..........................35496 Z3 D' F( f3 N p8 {1 P
MatrixFunctionsinPROCMCMC ......................3551
+ Z& O( @. `! n6 K8 q; g& r% l0 ^/ PModelingJointLikelihood ...........................3556
2 Z1 V# Z# _( k6 \8 N0 q' s# nRegeneratingDiagnosticsPlots ........................35573 e' f0 @/ Q" A3 Z/ {# I
PosteriorPredictiveDistribution ........................3560
9 T. o9 J" y, S# wHandlingofMissingData ...........................3565: ~, V5 z+ V; f- s$ h/ b$ z
FloatingPointErrorsandOverflows ......................3565
2 [- ]+ t( t# d+ z* c4 e K6 lHandlingErrorMessages ...........................35688 c Z; V- m: a% C8 K |
ComputationalResources ...........................3570
. b' W* ?5 w9 WDisplayedOutput ................................3571& d( w6 \3 r' U. k1 G
ODSTableNames ...............................3575
2 e# v! V3 v$ g3 k2 O$ r; R/ S; [ODSGraphics .................................3577, ~! B# {6 a& u
Examples:MCMCProcedure ............................ 35784 A, v/ T, S+ I# ~+ E4 j
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
) |) ^ f% ]- y& KExample52.2:Box-CoxTransformation ...................3583
h6 s6 s% n, T2 T( oExample52.3:GeneralizedLinearModels ..................3592
5 b; A+ w# H5 ^* z7 D0 }Example52.4:NonlinearPoissonRegressionModels ............36058 K! J |' Y3 _* ]5 G) i2 v! \
Example52.5:Random-EffectsModels ...................3614! n/ v0 m1 U) l+ X; X
Example52.6:ChangePointModels .....................3630* D" k) E& L% ~2 K" c7 Z+ A3 Z
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
5 n# N3 ~% ]; C( K: f+ e5 oExample52.8:CoxModels ..........................3647/ b5 W6 s/ L8 `
Example52.9:NormalRegressionwithIntervalCensoring .........36648 C$ @" R8 j- x- T: s% D6 O
Example52.10:ConstrainedAnalysis ....................3666. \6 F: ^/ `) [- t$ g, j
Example52.11:ImplementaNewSamplingAlgorithm ...........3672! y0 O) c3 N s E
Example52.12:UsingaTransformationtoImproveMixing .........3683. F8 N4 t8 Q* z, T' N2 q0 [
Example52.13:Gelman-RubinDiagnostics .................3693! z- k6 z9 j( u8 t& q: x* Z
References ...................................... 3700
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