[教程] SAS_STAT9.2 User’s Guide, Second Edition The MCMC Procedure

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Chapter 52 - k4 M: S- O  E6 ^3 _8 STheMCMCProcedure Contents Overview:MCMCProcedure ............................ 3478 * ~: B- A! v# Z5 X, ^% K& TPROCMCMCComparedwithOtherSASProcedures ............3479 ) l1 j6 W: f' kGettingStarted:MCMCProcedure .......................... 3479 SimpleLinearRegression ...........................3480 TheBehrens-FisherProblem ..........................3488 * @# I9 |. }- T4 e: R6 tMixed-EffectsModel .............................3492 ; y* F. I$ |" \) p$ }: n: RSyntax:MCMCProcedure .............................. 3495 PROCMCMCStatement ...........................3496 , S& N3 G9 y* z6 Y0 e- r; VARRAYStatement ...............................3508 BEGINCNST/ENDCNSTStatement .....................3509 BEGINNODATA/ENDNODATAStatements .................3511 , @6 K  h" L: G5 \BYStatement .................................3511 MODELStatement ...............................3512 PARMSStatement ...............................3515 . ?% F4 c2 k8 `0 F2 ?PRIOR/HYPERPRIORStatement .......................3516 ProgrammingStatements ...........................3516 * w2 z5 |6 C3 Z( OUDSStatement .................................3518 % ^) J0 T  Z  lDetails:MCMCProcedure .............................. 3522 $ n  \+ I% a4 U6 F$ A8 O5 P6 FHowPROCMCMCWorks ..........................3522 : D  t, A6 A6 O" JBlockingofParameters ............................3523 8 v6 E& J5 O4 ]' M  e5 v8 b" S9 ~Samplers ....................................3524 " j) C0 a( z- [; y, R" @4 S# Z. \  YTuningtheProposalDistribution .......................3525 InitialValuesoftheMarkovChains ......................3528 AssignmentsofParameters ..........................3528 0 r  ?1 j6 _" r& G: a) bStandardDistributions .............................3530 ! W8 y, C( T  N/ _% HSpecifyingaNewDistribution .........................3541 # U" B  f1 n; d- i1 w) F1 C1 jUsingDensityFunctionsintheProgrammingStatements ...........3542 TruncationandCensoring ...........................3544 MultivariateDensityFunctions ........................3546 SomeUsefulSASFunctions ..........................3549 ( T! N" P0 t7 f3 h8 |MatrixFunctionsinPROCMCMC ......................3551 ModelingJointLikelihood ...........................3556 - k, {0 r  O; [. U* V% _4 O/ x$ Q$ _RegeneratingDiagnosticsPlots ........................3557 9 ]7 h/ d* |! ~# F4 z9 E! {: nPosteriorPredictiveDistribution ........................3560 ; ]9 _" h3 [' dHandlingofMissingData ...........................3565 , y  o  O. K3 [2 O2 }: ^FloatingPointErrorsandOverflows ......................3565 ' c; U) W! u( a* FHandlingErrorMessages ...........................3568 3 `1 m3 l) F% a, Y6 {, L7 t; aComputationalResources ...........................3570 ) f& i! c" u% x9 s% K/ s: kDisplayedOutput ................................3571   c/ E4 q3 F% U. e! `7 }: ~, x5 @ODSTableNames ...............................3575 5 E' f: e8 }- |' s& Q8 rODSGraphics .................................3577 Examples:MCMCProcedure ............................ 3578 2 N: }6 a: P% ~# \8 @+ ?Example52.1:SimulatingSamplesFromaKnownDensity .........3578 Example52.2:Box-CoxTransformation ...................3583 Example52.3:GeneralizedLinearModels ..................3592 & h9 P( N- c# j( C* k1 h9 dExample52.4:NonlinearPoissonRegressionModels ............3605 Example52.5:Random-EffectsModels ...................3614 Example52.6:ChangePointModels .....................3630 4 R4 H1 v! U$ ]5 u- L; T# IExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634 Example52.8:CoxModels ..........................3647 * |5 w4 [) J2 h6 B$ R7 J9 cExample52.9:NormalRegressionwithIntervalCensoring .........3664 0 s# X3 F0 K9 o- \& _Example52.10:ConstrainedAnalysis ....................3666 Example52.11:ImplementaNewSamplingAlgorithm ...........3672 Example52.12:UsingaTransformationtoImproveMixing .........3683 - j1 ?0 s) E% F# |' H; tExample52.13:Gelman-RubinDiagnostics .................3693 % H) b: I' o9 {9 V$ b& @/ J) H( ZReferences ...................................... 3700 游客，如果您要查看本帖隐藏内容请回复

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