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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) E5 Y2 J) t! @# B- H! d
Overview:MCMCProcedure ............................ 3478- e! o5 L. B, N1 i
PROCMCMCComparedwithOtherSASProcedures ............34794 p7 t- P# O# _/ ^/ Q2 i0 |) z' E
GettingStarted:MCMCProcedure .......................... 3479, j3 \+ I6 L# J' h# ~. u# Z' A
SimpleLinearRegression ...........................3480
) j" v& C( z9 i4 @: \4 U) ~9 aTheBehrens-FisherProblem ..........................34885 d, k2 B+ O: i: Z# y6 {; r5 C
Mixed-EffectsModel .............................3492
& {% H" Y/ i+ B6 rSyntax:MCMCProcedure .............................. 3495
; b9 B! t3 E H9 Z! _PROCMCMCStatement ...........................3496) m$ N( o" z: \* e0 O' a. u d
ARRAYStatement ...............................3508
0 f# b+ ?$ b1 e4 ]$ t2 ?* VBEGINCNST/ENDCNSTStatement .....................35097 p3 @8 Y1 A9 U
BEGINNODATA/ENDNODATAStatements .................3511
" K7 O2 |, i" d. t4 C# x) M+ L8 d6 HBYStatement .................................35114 d4 V9 M8 X3 V- ?3 C2 z6 T+ a
MODELStatement ...............................3512# h. R* l/ N* Z0 ?) v+ c5 f
PARMSStatement ...............................3515
1 |" D2 c! V' A) @PRIOR/HYPERPRIORStatement .......................3516
# h8 u' T5 m( m8 sProgrammingStatements ...........................3516
* D# I. `- x+ {4 lUDSStatement .................................3518
/ G G; Y4 t: |( L$ |Details:MCMCProcedure .............................. 3522
: L! b9 t" {9 O8 QHowPROCMCMCWorks ..........................3522
" U& m6 G& h# n0 y+ p9 V# y8 kBlockingofParameters ............................3523! {! z4 L( {" N* y
Samplers ....................................3524
2 K% ~4 d( \" ^6 q$ `) w+ Q! oTuningtheProposalDistribution .......................35251 S# I _" M- P4 v
InitialValuesoftheMarkovChains ......................3528+ I. v, o* {% W) h$ q
AssignmentsofParameters ..........................3528
! c$ M& u% B0 F/ | [ ZStandardDistributions .............................3530: B+ z K/ @: f, J# O7 |7 H
SpecifyingaNewDistribution .........................35413 Y* l; I8 r% z0 _4 U6 j% F
UsingDensityFunctionsintheProgrammingStatements ...........3542
( ?$ p* |- J! I# C4 oTruncationandCensoring ...........................35447 ?# |) a" R, \ e% x4 b+ R; Z
MultivariateDensityFunctions ........................3546
" w) H( D" |* a( h0 \! p5 L' H: S+ }SomeUsefulSASFunctions ..........................3549, w9 p4 D1 y) Z- z! A- g, B
MatrixFunctionsinPROCMCMC ......................35516 I$ J3 L8 C1 j7 t
ModelingJointLikelihood ...........................3556
' O% J$ V0 p3 b3 J/ a; _% FRegeneratingDiagnosticsPlots ........................35576 [; a2 f9 T0 j! c. P: [/ Y
PosteriorPredictiveDistribution ........................3560
6 A; e4 g- \( W: e. u c- ~+ mHandlingofMissingData ...........................3565& J# ?$ `2 @2 n" X$ j# q! N
FloatingPointErrorsandOverflows ......................35657 o8 p( @$ g2 h
HandlingErrorMessages ...........................3568% z- u8 F" _% I2 K5 }* w0 y
ComputationalResources ...........................3570
! |, \9 H( h4 G) I L) d8 o: D4 ]DisplayedOutput ................................3571
$ o4 V: ]2 [2 j" p4 U6 vODSTableNames ...............................35751 Q9 H8 v5 Z! d% S
ODSGraphics .................................3577
; R# y$ U. a; n! n3 DExamples:MCMCProcedure ............................ 3578
9 J' ], V7 j, O3 B" WExample52.1:SimulatingSamplesFromaKnownDensity .........3578
5 c0 h! z5 {' R5 C' oExample52.2:Box-CoxTransformation ...................3583
5 s4 }, ~- f$ O( k [Example52.3:GeneralizedLinearModels ..................35922 U* U& G* T/ P: O) x
Example52.4:NonlinearPoissonRegressionModels ............3605
/ ^+ x' j% R, U; ?1 yExample52.5:Random-EffectsModels ...................3614
" o+ R, r/ _. u" V) VExample52.6:ChangePointModels .....................3630
5 a4 A: \6 \1 c3 ZExample52.7:ExponentialandWeibullSurvivalAnalysis ..........36345 j' m; y. F, ^$ ?" D8 f
Example52.8:CoxModels ..........................3647
( E; [2 m6 X6 V* T8 a8 u; C. XExample52.9:NormalRegressionwithIntervalCensoring .........3664
1 k: {$ E- Q- s% t, DExample52.10:ConstrainedAnalysis ....................3666
8 W3 L% Y5 P6 O& e+ _5 V7 F2 SExample52.11:ImplementaNewSamplingAlgorithm ...........3672
8 T7 ?1 `$ l) |1 h$ e* G& w/ B NExample52.12:UsingaTransformationtoImproveMixing .........3683) t1 r0 V F* Y3 k5 R8 u1 g! s5 F+ V
Example52.13:Gelman-RubinDiagnostics .................3693
# ^! u' ]! [2 IReferences ...................................... 3700
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