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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
 群组: 第六届国赛赛前冲刺培 群组: 国赛讨论 群组: 2014美赛讨论 群组: 2014研究生数学建模竞 群组: 数学中国试看培训视频 |
& o5 L$ T5 g: t! S% m" f4 RChapter 52. B g7 k3 w* X2 d4 v/ {& |
TheMCMCProcedure# |0 n1 ]$ u ]% _
Contents9 l- g; `$ K- x) {; D
Overview:MCMCProcedure ............................ 3478
# o. \, F& k# O4 H% |PROCMCMCComparedwithOtherSASProcedures ............34796 P- J# G, d' ?$ ^. u! H3 x
GettingStarted:MCMCProcedure .......................... 3479
+ u" p* E* y9 n, P1 D/ `" I4 OSimpleLinearRegression ...........................3480
5 R' r9 ]+ E) J5 pTheBehrens-FisherProblem ..........................3488
+ \( v+ w6 j1 z* E% `" m0 @Mixed-EffectsModel .............................34922 N8 L% X3 m" G+ L
Syntax:MCMCProcedure .............................. 3495
% f( O! `2 N8 U0 o: z* ZPROCMCMCStatement ...........................3496
% d: b! I/ Z4 ]! c3 Y( F. hARRAYStatement ...............................3508' ~( ~# z8 x; C4 _$ }
BEGINCNST/ENDCNSTStatement .....................3509
& e* m; ]2 B+ aBEGINNODATA/ENDNODATAStatements .................3511
5 }4 Z% v V7 I' |0 W+ }9 C* _8 k6 s) GBYStatement .................................3511( k* i- @, |; h
MODELStatement ...............................35128 I) n c- e1 k$ D5 t! _1 }4 ^
PARMSStatement ...............................35153 G- u) O0 T8 z9 ~3 P6 ~! a
PRIOR/HYPERPRIORStatement .......................3516# ^6 @7 x; m5 O* l
ProgrammingStatements ...........................3516" f9 g3 r6 T# Y+ `
UDSStatement .................................3518: e& {( o+ t* ]/ T+ E
Details:MCMCProcedure .............................. 3522
7 w$ A1 X& R, A3 d- SHowPROCMCMCWorks ..........................3522
% G2 i6 I- Y( \* e3 LBlockingofParameters ............................3523 H- a- g7 W4 B/ u( K
Samplers ....................................3524# W' O4 k- {3 ^1 b- c
TuningtheProposalDistribution .......................3525
R" G4 L b3 h* @9 A6 cInitialValuesoftheMarkovChains ......................3528
4 t6 e ^3 i/ z# MAssignmentsofParameters ..........................3528
: [$ y+ N4 c! ^. c4 [8 XStandardDistributions .............................3530
5 B) C; x6 w ASpecifyingaNewDistribution .........................3541
! h. n, o+ C F- F& zUsingDensityFunctionsintheProgrammingStatements ...........3542+ t+ k1 k2 s. j; d
TruncationandCensoring ...........................3544
( }8 \) B2 s; V$ k/ r: q; Z1 JMultivariateDensityFunctions ........................3546
& v6 ^$ k4 g. a2 w' N3 p! uSomeUsefulSASFunctions ..........................3549% p! h# P8 m- D/ }6 P9 W/ b; \
MatrixFunctionsinPROCMCMC ......................3551# y( X& \2 G) ^! B
ModelingJointLikelihood ...........................3556
" C! Q3 b4 q7 K0 dRegeneratingDiagnosticsPlots ........................35578 E7 {. v5 J: n" h1 x" p
PosteriorPredictiveDistribution ........................3560
2 X" K( g# g VHandlingofMissingData ...........................3565
( m# I; G) Q# j3 zFloatingPointErrorsandOverflows ......................3565
4 |5 @2 U8 M( f/ s2 k5 k1 qHandlingErrorMessages ...........................3568
# v9 f2 \* R/ l& I$ M: e# M" v% R7 SComputationalResources ...........................3570& K2 [' i% x4 U% f4 m" @( \) @) t
DisplayedOutput ................................3571
8 s- f: t a& w( R' {% W: O8 ]ODSTableNames ...............................3575
8 x5 A! I% J- h4 S, g* q0 bODSGraphics .................................3577
7 I' `" ?) ]) T' z& Q) \Examples:MCMCProcedure ............................ 3578# m, f$ Q7 i; D# h
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
$ d4 C3 j5 h2 oExample52.2:Box-CoxTransformation ...................35831 W- E+ b Q- O5 _
Example52.3:GeneralizedLinearModels ..................3592! h( C) r! p& J8 J7 i1 e6 {% i
Example52.4:NonlinearPoissonRegressionModels ............3605; b- ^1 u- C5 K* |. u1 i$ c4 J$ V
Example52.5:Random-EffectsModels ...................3614 t% x p4 w) B( w9 t7 U
Example52.6:ChangePointModels .....................3630
: q n5 ? r/ s# U W% rExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634' d( _# w' T( O. ~7 @6 E, J7 P
Example52.8:CoxModels ..........................3647
( _$ R# ^7 G1 T" }1 ]) G* pExample52.9:NormalRegressionwithIntervalCensoring .........3664
4 g4 F8 F! |1 V% rExample52.10:ConstrainedAnalysis ....................3666 c( w0 U$ n0 D! z; [) ^
Example52.11:ImplementaNewSamplingAlgorithm ...........3672# O3 H V7 ~8 E+ o3 w# ]
Example52.12:UsingaTransformationtoImproveMixing .........3683( Y. P0 }1 G" ]$ q4 A8 @
Example52.13:Gelman-RubinDiagnostics .................3693
6 `* ?9 T2 ]3 |- n$ pReferences ...................................... 3700
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