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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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. k) i! o& {# ~! ?* FChapter 52
' L( ^ ^" b' i4 R5 LTheMCMCProcedure: x/ M* G* g) f7 b
Contents
& b3 ^$ N6 X9 _) d+ ^1 wOverview:MCMCProcedure ............................ 3478
. h, f3 @$ T# mPROCMCMCComparedwithOtherSASProcedures ............3479
) G- }6 ` l/ Z/ M$ d7 w# @2 K `GettingStarted:MCMCProcedure .......................... 3479: ~3 b9 L2 B- `7 k0 D8 D
SimpleLinearRegression ...........................3480
$ c( j# S* y$ _7 c* a8 g& ?) \TheBehrens-FisherProblem ..........................34883 k- j8 I+ ?; ]9 k9 Q7 ?. C0 E
Mixed-EffectsModel .............................3492* b1 K Q: P0 k2 j+ F, m
Syntax:MCMCProcedure .............................. 3495
' I. {/ T5 x9 W. i3 `4 vPROCMCMCStatement ...........................3496* h2 w) ~2 D/ w+ s0 e$ g
ARRAYStatement ...............................3508, [+ L: }5 c6 ]9 P2 w# ~1 T
BEGINCNST/ENDCNSTStatement .....................3509* s7 k8 H0 G8 K2 D; ~. o
BEGINNODATA/ENDNODATAStatements .................3511, E9 i+ h( i& R% l0 o1 O3 X
BYStatement .................................35118 X" s, }) {3 U$ t
MODELStatement ...............................3512
}4 |) V/ W1 VPARMSStatement ...............................3515* a0 g) `% h9 d2 @! z# C/ |
PRIOR/HYPERPRIORStatement .......................35165 c0 B5 d! d* N+ d" `- M$ m/ u( j
ProgrammingStatements ...........................3516
) g# E; J ~2 {7 f. aUDSStatement .................................3518
8 e3 \& v% B0 Z+ C7 Y: tDetails:MCMCProcedure .............................. 3522
( |6 D8 W& g4 I5 g6 Z# k/ lHowPROCMCMCWorks ..........................3522
) T6 J5 p0 [! s+ P' T* oBlockingofParameters ............................3523
! a" j( x6 X6 eSamplers ....................................3524' [2 Q) u: |; K* o+ C/ ^
TuningtheProposalDistribution .......................3525- Z$ }3 G5 B5 p; P
InitialValuesoftheMarkovChains ......................3528
, i0 ?4 _% V- @6 F9 `AssignmentsofParameters ..........................3528. m8 |7 X) q B7 ?1 t7 |8 R
StandardDistributions .............................3530
+ T5 C# g# e6 X$ j: a5 lSpecifyingaNewDistribution .........................3541
& H! g& z- i9 LUsingDensityFunctionsintheProgrammingStatements ...........3542
2 V# E* ]* _# u! GTruncationandCensoring ...........................3544, Y5 o H1 O4 c6 z" e7 @
MultivariateDensityFunctions ........................3546
, ?4 c/ f$ Q0 S8 K3 O2 ^SomeUsefulSASFunctions ..........................35498 q% R1 b* h$ r% W+ s- \
MatrixFunctionsinPROCMCMC ......................3551! `3 z, A; P" k8 O1 A5 ]8 L
ModelingJointLikelihood ...........................35565 {! }; c0 e2 H3 `. v& t
RegeneratingDiagnosticsPlots ........................3557- B* ?6 g# |5 x, h0 V# O$ `7 V. O
PosteriorPredictiveDistribution ........................35600 V1 c$ ]% T6 @9 E% h. H
HandlingofMissingData ...........................3565
7 L: P$ q5 @( N5 {6 w3 |FloatingPointErrorsandOverflows ......................3565
+ Q2 g; g- M o; Q% gHandlingErrorMessages ...........................3568" j4 Y1 ?+ A7 M3 S% P
ComputationalResources ...........................3570
! m3 C5 w/ i( G% n3 R( oDisplayedOutput ................................3571- }% c% X- `9 t; U5 C! O1 r; K- ]
ODSTableNames ...............................3575
+ }) Q& D- F5 j( \ODSGraphics .................................3577
) h+ E: W$ U" e& `Examples:MCMCProcedure ............................ 3578
; t$ K( C9 G- k4 w0 t+ AExample52.1:SimulatingSamplesFromaKnownDensity .........3578# c3 f: L' `/ p2 U* P1 \3 Z3 l
Example52.2:Box-CoxTransformation ...................3583
/ U$ E8 \3 ]) CExample52.3:GeneralizedLinearModels ..................3592; _. j& y# N4 @6 J, B
Example52.4:NonlinearPoissonRegressionModels ............3605
! p; k2 T1 |8 XExample52.5:Random-EffectsModels ...................3614
: H2 `+ O9 h5 v* [* D9 GExample52.6:ChangePointModels .....................3630 Q* m6 F2 P j/ [' e
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
3 B2 i; }( G9 ^( m2 q. ^1 FExample52.8:CoxModels ..........................36479 z3 t9 u- z) O# c) O1 a, S6 o* v
Example52.9:NormalRegressionwithIntervalCensoring .........3664
# U+ S8 P, y1 A/ ]5 DExample52.10:ConstrainedAnalysis ....................3666
4 q! g: x. g4 p+ h3 HExample52.11:ImplementaNewSamplingAlgorithm ...........3672' _2 x4 d1 \. N# @8 T0 B
Example52.12:UsingaTransformationtoImproveMixing .........3683, ]: z- ?6 g% |* b9 u {5 t5 B
Example52.13:Gelman-RubinDiagnostics .................3693" x$ r& }& }# F& U
References ...................................... 3700
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