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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 524 \4 Y" m- f5 b: o
TheMCMCProcedure
/ J& b. m. E* h1 |' j" p+ XContents
' ^7 f1 T9 ~: b7 X0 I$ [4 P1 ROverview:MCMCProcedure ............................ 3478# i% m. Z5 Q/ c( l2 [$ U( T% x
PROCMCMCComparedwithOtherSASProcedures ............3479
9 F9 w! q1 L6 ~3 I7 P6 j o: Y. ZGettingStarted:MCMCProcedure .......................... 34798 `2 u* w5 { Y( H% G
SimpleLinearRegression ...........................3480
# g& t: Q8 L$ B0 C2 K$ KTheBehrens-FisherProblem ..........................3488
3 ~! e& o9 l( QMixed-EffectsModel .............................34929 b( G' L0 G' U9 v2 y# c" A8 |2 C
Syntax:MCMCProcedure .............................. 3495& S& z% `2 B+ l; J$ |
PROCMCMCStatement ...........................34968 f* W$ Y; h, k0 `7 V$ |- w
ARRAYStatement ...............................3508# ?4 q- E7 }+ F# G" i
BEGINCNST/ENDCNSTStatement .....................3509* g. g1 [" |3 U2 l# K; W
BEGINNODATA/ENDNODATAStatements .................35116 v: y& P2 Q Q- {
BYStatement .................................3511" l1 o/ y+ i* T
MODELStatement ...............................3512
: ` Y* B' Y! APARMSStatement ...............................3515 ~( k8 n8 D% r- x: ]
PRIOR/HYPERPRIORStatement .......................3516
$ Q2 |% ^+ J+ r; ^ TProgrammingStatements ...........................3516
# k* a7 s$ U/ M- O' g5 N, mUDSStatement .................................3518
4 `0 e) V9 M" ^' Y' QDetails:MCMCProcedure .............................. 3522
! J) ^2 C" q- w% S- l- R7 A% dHowPROCMCMCWorks ..........................3522
9 b3 G1 Y+ h4 i H9 NBlockingofParameters ............................3523( P) D# j1 P3 Z
Samplers ....................................3524% f P4 C; l7 a3 c# k7 s7 F
TuningtheProposalDistribution .......................35252 Y/ B" o( A, P# q0 Q; v @/ b) z
InitialValuesoftheMarkovChains ......................3528
/ R/ a6 B) t. q* v4 a# |AssignmentsofParameters ..........................3528& j. v& ?" V8 [7 ?5 M
StandardDistributions .............................3530! L; i# `2 A0 S8 T q
SpecifyingaNewDistribution .........................3541
2 ~; i1 W" |1 {9 P4 n! S! sUsingDensityFunctionsintheProgrammingStatements ...........3542
, d0 ~2 E, Q" [# I' mTruncationandCensoring ...........................3544
3 Q; T! r; g& y2 D3 GMultivariateDensityFunctions ........................3546
( R6 J1 ^4 l" [) [8 OSomeUsefulSASFunctions ..........................3549$ a& H( J, r+ O, \; U! a
MatrixFunctionsinPROCMCMC ......................3551
# ]& E1 X5 ]! o/ RModelingJointLikelihood ...........................3556; C( d) ^6 } e8 X) ^
RegeneratingDiagnosticsPlots ........................3557
) M5 n+ X; |* q+ F' u; hPosteriorPredictiveDistribution ........................3560
: I5 y- W3 Y" n$ @HandlingofMissingData ...........................3565
$ V. h- [/ ~. C9 S: c. |: x1 C$ xFloatingPointErrorsandOverflows ......................3565: ^; \. P# J1 Z8 m' q' K
HandlingErrorMessages ...........................3568% o! f% u# b, b# E8 {9 o$ O8 { P
ComputationalResources ...........................3570
0 Z D& u/ v! @2 l) i4 ]* M' I/ g; oDisplayedOutput ................................3571
: X2 w T# n- E0 [" IODSTableNames ...............................3575
9 n" q: E5 g' }- h5 }' v9 H# ]0 AODSGraphics .................................3577
! S3 z9 M% E9 I/ fExamples:MCMCProcedure ............................ 3578% J8 k2 [8 o9 ^7 A: _
Example52.1:SimulatingSamplesFromaKnownDensity .........3578: |( A* m& x& W2 j. x
Example52.2:Box-CoxTransformation ...................3583
& \" a4 z f" F% DExample52.3:GeneralizedLinearModels ..................3592
4 R/ u3 Q3 Y- o* OExample52.4:NonlinearPoissonRegressionModels ............36052 c; g7 D: e- h7 ?, J0 M; d
Example52.5:Random-EffectsModels ...................36143 K/ T5 u- B; Q; k3 I, |) o% e! k
Example52.6:ChangePointModels .....................3630
^7 J' V; y7 V0 | Y+ lExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
# ?2 p& m5 p) \% X4 c7 eExample52.8:CoxModels ..........................3647. z% C4 x# a$ \
Example52.9:NormalRegressionwithIntervalCensoring .........3664
7 j- I$ y: N' c% x. T9 l" AExample52.10:ConstrainedAnalysis ....................36666 j- i% d1 H0 m, s& c9 v5 h
Example52.11:ImplementaNewSamplingAlgorithm ...........3672+ L3 Y# f' w" T, c
Example52.12:UsingaTransformationtoImproveMixing .........3683
b0 r6 \4 P/ D) i' HExample52.13:Gelman-RubinDiagnostics .................36938 Q, @8 c, C. ]& _
References ...................................... 37002 M$ T) `9 Y* d1 G
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