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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
& \) w: g8 k/ L# U+ A) S7 {TheMCMCProcedure0 F; l4 Y0 l/ U8 E8 V5 l d) p: f
Contents7 G" \+ C8 J2 k5 j+ T
Overview:MCMCProcedure ............................ 34783 Y }. n" \! F. o9 K: m
PROCMCMCComparedwithOtherSASProcedures ............3479
) n5 F( {, R" ~+ P3 EGettingStarted:MCMCProcedure .......................... 3479
4 [4 Y2 m1 X% QSimpleLinearRegression ...........................3480) m2 C$ v- N! v( a3 f/ Z
TheBehrens-FisherProblem ..........................3488! e+ Z$ z5 g4 O: J& Q L
Mixed-EffectsModel .............................3492/ q0 [3 j5 L; {5 k" I E% w# ?
Syntax:MCMCProcedure .............................. 34953 |, a6 J; m# C& `. x1 a1 L: i
PROCMCMCStatement ...........................3496" x0 d! ^2 O" r$ n8 R- ~- n
ARRAYStatement ...............................3508
8 B& Z) F# K5 A( O$ T5 w" }) d p1 uBEGINCNST/ENDCNSTStatement .....................3509
! y ]7 U4 `. ]% R' |1 HBEGINNODATA/ENDNODATAStatements .................3511
, \4 Q0 {1 [- Z) E! yBYStatement .................................3511
+ {4 U2 X; l. Y) G6 UMODELStatement ...............................3512
8 L: } N3 G5 a0 ]) JPARMSStatement ...............................3515
% g$ i/ G: i3 qPRIOR/HYPERPRIORStatement .......................35161 G* I4 @% z5 \) a, F/ J
ProgrammingStatements ...........................3516
* `; x0 w7 b! m' D+ pUDSStatement .................................35180 S1 k4 H- e( l% ^5 u
Details:MCMCProcedure .............................. 3522
5 o; q5 C9 y2 {9 XHowPROCMCMCWorks ..........................3522
- [- D: b2 D, K4 V# h) |8 JBlockingofParameters ............................35230 R* k0 v. ^ T1 y. g/ G& ?
Samplers ....................................3524
- Y2 W- z, [6 A# w2 g# dTuningtheProposalDistribution .......................3525
; j: |2 y" M0 R& y) PInitialValuesoftheMarkovChains ......................3528" A v& ~% s6 ]) x" L
AssignmentsofParameters ..........................3528
" t/ O1 \# u: ^9 H: n2 u. j2 uStandardDistributions .............................3530
. B5 B& U/ G; I- a3 u: X! f( x/ sSpecifyingaNewDistribution .........................3541
% d& k8 U3 C1 D6 g% r8 iUsingDensityFunctionsintheProgrammingStatements ...........3542
5 k: |& K# z( S3 CTruncationandCensoring ...........................3544
, _# x7 r3 G, k$ f% d0 cMultivariateDensityFunctions ........................3546
% y+ o- e+ [! [! b$ eSomeUsefulSASFunctions ..........................3549/ w- B; ?$ z( z2 h. ?* N
MatrixFunctionsinPROCMCMC ......................3551- e1 J4 G8 _( R
ModelingJointLikelihood ...........................3556
8 P4 V0 D! m5 X/ N( i! tRegeneratingDiagnosticsPlots ........................3557
; _8 l4 T* v7 F. w0 ^PosteriorPredictiveDistribution ........................3560" U0 h5 e, `% V# X& D
HandlingofMissingData ...........................3565% A9 ]( X R& }+ I/ b* n, n9 L
FloatingPointErrorsandOverflows ......................3565! ?% H$ }- z) B/ m
HandlingErrorMessages ...........................3568! E7 ]: Z s! a/ {
ComputationalResources ...........................3570
( C ]% t1 V& D8 w/ Y: N6 N3 WDisplayedOutput ................................35715 X; h" f& L4 l u/ p. @- d& C2 |
ODSTableNames ...............................35757 @% X& u, t) X. V8 x/ H5 Y
ODSGraphics .................................3577
/ ]# K% G' ]! x3 b9 D5 q3 r/ N0 i# CExamples:MCMCProcedure ............................ 35787 e2 B6 X# b2 T9 L' L& f- w+ ~
Example52.1:SimulatingSamplesFromaKnownDensity .........3578: T0 L: S- W2 C* ` u, a
Example52.2:Box-CoxTransformation ...................3583+ k+ I8 [4 i/ `* m; {+ \
Example52.3:GeneralizedLinearModels ..................35921 y9 k# i7 n2 a* m# z
Example52.4:NonlinearPoissonRegressionModels ............3605
7 B; u& G$ H, I( K2 E) n$ mExample52.5:Random-EffectsModels ...................3614+ {/ |& x/ W+ i3 I' r4 R
Example52.6:ChangePointModels .....................3630
0 J/ _$ t1 r, y1 {Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
6 |. B- A7 N* YExample52.8:CoxModels ..........................36477 W# V- B% {& L0 J
Example52.9:NormalRegressionwithIntervalCensoring .........3664. @ j2 |# s. w( C
Example52.10:ConstrainedAnalysis ....................3666) m5 M- s3 w4 T" S4 ~
Example52.11:ImplementaNewSamplingAlgorithm ...........3672
& i& [( h& _4 M9 pExample52.12:UsingaTransformationtoImproveMixing .........3683
; u. \$ x: p, }% w7 Q' M1 J0 PExample52.13:Gelman-RubinDiagnostics .................3693( d+ k. r, V7 l! Z I
References ...................................... 3700
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