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升级   0% TA的每日心情 | 开心 2015-3-12 15:35 |
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Chapter 52
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Contents
7 T! p9 ~* I$ z$ _2 A& NOverview:MCMCProcedure ............................ 3478
0 r: \8 \" t# D: L4 I# ~. V/ nPROCMCMCComparedwithOtherSASProcedures ............34796 l' Y- F* J/ ~
GettingStarted:MCMCProcedure .......................... 3479 ~/ q. Q# ^% F, G) S
SimpleLinearRegression ...........................34808 L; y" s0 Z* j) j4 U N, U
TheBehrens-FisherProblem ..........................3488$ \& k% S( B9 F* z" ^- M& T) |
Mixed-EffectsModel .............................3492
( l( H% s) A/ O" @5 F6 h$ sSyntax:MCMCProcedure .............................. 3495
3 Y" d7 c9 P8 D& G, L1 x U+ @/ LPROCMCMCStatement ...........................3496
8 a2 s1 }3 Z% e0 p* y! Y' M% ^' o8 QARRAYStatement ...............................3508
6 C, b0 @# z4 i. q+ Z/ c* gBEGINCNST/ENDCNSTStatement .....................35097 N- y9 u. M0 W: J1 I; E
BEGINNODATA/ENDNODATAStatements .................3511
: _' P$ w' z9 ]3 r, UBYStatement .................................3511+ Y; z7 x5 a# G( i
MODELStatement ...............................3512
( b" K5 o7 ^$ ~, ~: J8 iPARMSStatement ...............................3515
0 H1 Q, b n/ J1 y# B0 [, X: {/ L( WPRIOR/HYPERPRIORStatement .......................3516
3 Q( q+ X) A1 [: o6 o M$ C4 xProgrammingStatements ...........................3516
' j$ d* b r- W( n8 g1 KUDSStatement .................................35187 ~$ \, o8 m3 y, Q
Details:MCMCProcedure .............................. 3522
1 |" `( P4 A7 ?+ IHowPROCMCMCWorks ..........................35229 w2 a: d$ G0 Y6 F+ d7 c
BlockingofParameters ............................3523
+ }! V6 C8 u4 U! z' ]& u4 nSamplers ....................................3524
, d7 W$ D0 h% oTuningtheProposalDistribution .......................35252 Z/ u1 P8 E; g! x
InitialValuesoftheMarkovChains ......................3528& ?' R/ Q$ F( O, s# s
AssignmentsofParameters ..........................35280 C& }* {% o" _# @+ f( r
StandardDistributions .............................3530
8 `2 ~1 \5 ^- o+ s' uSpecifyingaNewDistribution .........................3541% U) k- d+ K4 `& W! Q0 I( K2 r
UsingDensityFunctionsintheProgrammingStatements ...........3542
+ t* m" T* Z* l' p( c/ u; T3 f1 _TruncationandCensoring ...........................35446 t9 S/ h; o& I' n
MultivariateDensityFunctions ........................3546* l4 M% g( Z) ?) z% m2 N- F Z) o
SomeUsefulSASFunctions ..........................3549. g) k2 B" t5 v# O! k* ^( j
MatrixFunctionsinPROCMCMC ......................3551, c: S, S! u8 Q1 _
ModelingJointLikelihood ...........................3556: W7 b! [ `) x; y( y, L" w8 w
RegeneratingDiagnosticsPlots ........................3557; c M' z. c3 N( e5 }" _! \/ T% d
PosteriorPredictiveDistribution ........................3560
0 U* \- a/ r+ e" N* ^HandlingofMissingData ...........................3565% N/ V! I. v# R, c
FloatingPointErrorsandOverflows ......................3565: ? U: X9 J2 z& u: w5 G; W
HandlingErrorMessages ...........................3568& W6 o, _& z& s& \9 T% I
ComputationalResources ...........................3570
* |' h+ K, C" E" z6 B' }- ?# U5 V- @ HDisplayedOutput ................................35719 a4 r( n9 i& j4 a9 W Z. _- s
ODSTableNames ...............................3575+ L3 l8 ^3 r# \* b, f2 s8 N
ODSGraphics .................................35779 ^; K7 v8 K1 u. q, G2 F' x
Examples:MCMCProcedure ............................ 3578& ]) k4 y6 t2 j* r
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
% H3 G) }) j; V9 n' f7 ~- B3 q5 NExample52.2:Box-CoxTransformation ...................3583
1 @6 ~& |4 c) [ R* g% rExample52.3:GeneralizedLinearModels ..................3592 n" G7 E- j( S
Example52.4:NonlinearPoissonRegressionModels ............3605
) j; K# s6 D3 F" \' q7 P Z uExample52.5:Random-EffectsModels ...................3614. w% P/ t! ?9 D- A" R; t
Example52.6:ChangePointModels .....................3630
) C& w, m$ @0 B3 j; {Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634) v# m$ l4 G* c
Example52.8:CoxModels ..........................3647& t9 w" ^: u0 D2 k8 A% E
Example52.9:NormalRegressionwithIntervalCensoring .........36649 k4 B$ i) Y8 S1 @
Example52.10:ConstrainedAnalysis ....................3666
+ Q. p& S' X" ^( t5 nExample52.11:ImplementaNewSamplingAlgorithm ...........3672$ o6 i7 L9 ~* \7 o5 x. O
Example52.12:UsingaTransformationtoImproveMixing .........3683
! c* d" a4 W! N# J) t* sExample52.13:Gelman-RubinDiagnostics .................3693
) B# E0 ~1 U, x/ JReferences ...................................... 3700
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