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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 52 T6 `$ E) O( d( Q: c4 ^
TheMCMCProcedure6 J6 h( C( e: c: T# v
Contents3 T. g- b1 E" o( o- x' Q
Overview:MCMCProcedure ............................ 3478 d; [& W5 G8 o! D! W' ?7 G! k
PROCMCMCComparedwithOtherSASProcedures ............3479
( z% o k9 g1 _: n$ Y3 F( L# sGettingStarted:MCMCProcedure .......................... 3479' H4 {% [2 Z% G" K, {7 j
SimpleLinearRegression ...........................3480$ b- ~' F) i$ i1 m+ |3 {% v
TheBehrens-FisherProblem ..........................3488
# |1 G+ n1 l1 V, P7 e0 }Mixed-EffectsModel .............................3492
9 \( t# d8 e2 DSyntax:MCMCProcedure .............................. 3495- j7 ]7 a- t6 ]5 j. P$ F
PROCMCMCStatement ...........................3496
- O. s' h7 H* X: H, R' VARRAYStatement ...............................35082 |% N- S1 M& F, X* \. y+ b
BEGINCNST/ENDCNSTStatement .....................35097 }/ X3 l0 I \2 \
BEGINNODATA/ENDNODATAStatements .................3511
, a* |, R% p; S4 W |BYStatement .................................3511
8 b! g' Y8 A; \MODELStatement ...............................3512
7 ` X) a% p8 C$ D9 L. lPARMSStatement ...............................3515
/ d; W% m; V5 X6 l6 I: g$ m9 |PRIOR/HYPERPRIORStatement .......................3516
/ ~" i- j1 R) I9 `3 eProgrammingStatements ...........................3516. o. ]3 z( `* N% k
UDSStatement .................................3518
1 k+ `8 e; U, V0 _$ BDetails:MCMCProcedure .............................. 3522
0 p5 t o b# W. W- Z( f- R& Y1 JHowPROCMCMCWorks ..........................3522
x5 U7 k( e3 m2 W' |. SBlockingofParameters ............................3523" L I' u' M* H' x) H+ Y
Samplers ....................................3524
& S7 C& h) N u1 ZTuningtheProposalDistribution .......................3525
. f; j" [# i, U; l' BInitialValuesoftheMarkovChains ......................3528
) n# m0 H9 a4 b1 l5 `5 \1 _8 h0 ~AssignmentsofParameters ..........................3528
# M3 |- V7 Z wStandardDistributions .............................3530
3 H) c/ G! W! g7 H% o2 t2 F) } s0 jSpecifyingaNewDistribution .........................3541' O8 t E* n8 a1 p4 Z4 }
UsingDensityFunctionsintheProgrammingStatements ...........35424 l+ q6 l. j+ U% Q' e1 ~3 O; ~/ t
TruncationandCensoring ...........................3544# U/ F- c+ L0 Z Q- |( B
MultivariateDensityFunctions ........................3546
$ L6 E, y" l5 k# S: p: t! JSomeUsefulSASFunctions ..........................3549
; y% w; S" g! y) S# JMatrixFunctionsinPROCMCMC ......................3551$ ]5 n, @- m8 g: T2 q% v
ModelingJointLikelihood ...........................3556
6 y8 p3 X6 v8 l+ ~RegeneratingDiagnosticsPlots ........................35575 L; x# i) x3 g7 H1 N! {; z4 s
PosteriorPredictiveDistribution ........................3560& U2 x( S, @3 t; T/ k4 W8 n
HandlingofMissingData ...........................3565
) W# L9 H8 f9 k: N6 eFloatingPointErrorsandOverflows ......................3565/ |( S0 R3 x+ R1 i
HandlingErrorMessages ...........................3568
; z6 \* N ^4 N! Y6 S$ y1 QComputationalResources ...........................3570. k* ~- \( [5 ?2 j" x9 E$ Y+ O
DisplayedOutput ................................3571* c* f$ D. L! R/ C! B& n! R
ODSTableNames ...............................3575
8 s7 l0 `8 S0 X9 U0 U, n) I, yODSGraphics .................................3577. W$ R1 b# \; r6 I6 R2 r
Examples:MCMCProcedure ............................ 3578% s" a8 B5 C/ B0 l+ v
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
$ B6 f7 n/ a- QExample52.2:Box-CoxTransformation ...................35835 t4 ]8 L7 Y# b0 Y
Example52.3:GeneralizedLinearModels ..................3592* e) {; _( d [8 w
Example52.4:NonlinearPoissonRegressionModels ............36058 M. f+ F4 q- [' T" { d" Q
Example52.5:Random-EffectsModels ...................3614
5 S/ T3 m. m7 J9 oExample52.6:ChangePointModels .....................3630. |) N' t9 i8 }9 I3 O
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........36345 j( {# _4 s5 }& M2 S: p& D' E
Example52.8:CoxModels ..........................3647
f6 U9 |$ W' w: z7 K/ {' aExample52.9:NormalRegressionwithIntervalCensoring .........3664
/ P/ P6 q* `: Q+ aExample52.10:ConstrainedAnalysis ....................3666
# P- r H; Z/ o6 {! g5 `1 {Example52.11:ImplementaNewSamplingAlgorithm ...........3672
/ w2 v2 U# ]) WExample52.12:UsingaTransformationtoImproveMixing .........3683; O* n, X) D3 M: n
Example52.13:Gelman-RubinDiagnostics .................3693 l1 H& j9 i& v% M
References ...................................... 3700* P4 e- ^1 v( R. `. z. ^1 h
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