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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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/ h% H" o+ n8 h! B M- O# yChapter 526 [( @, T+ T5 ^8 m( y
TheMCMCProcedure+ r' g9 z' h/ z7 s: i; R1 n/ J( v& \. {
Contents t8 q" g5 [$ I* w) U
Overview:MCMCProcedure ............................ 3478
- \4 d M- x4 Y9 j# P/ VPROCMCMCComparedwithOtherSASProcedures ............3479# i$ l; G9 v8 ^, g# o
GettingStarted:MCMCProcedure .......................... 3479
5 ~0 l( Q) F# k) Y6 rSimpleLinearRegression ...........................3480/ o% }" ?! P3 q: L4 c
TheBehrens-FisherProblem ..........................3488
0 y+ S5 y& J( }) d i1 {* SMixed-EffectsModel .............................3492
2 s$ h2 G% Z" m/ o. }# sSyntax:MCMCProcedure .............................. 3495
Q. A- s9 i3 V4 e# |PROCMCMCStatement ...........................3496! {9 \ K7 l V2 X* B' X
ARRAYStatement ...............................3508# w- u+ _/ N$ f
BEGINCNST/ENDCNSTStatement .....................3509) {" |5 H; T1 F9 n/ ~8 B7 \
BEGINNODATA/ENDNODATAStatements .................3511 A. X1 M: ]4 T$ Y7 Z8 c" ~
BYStatement .................................3511
5 F3 ?" U1 w) {MODELStatement ...............................3512' a. D; [ {! h# m
PARMSStatement ...............................35155 E/ u; R/ o7 Y/ q& [0 w7 g
PRIOR/HYPERPRIORStatement .......................35167 N! u- t5 B" \% }
ProgrammingStatements ...........................3516
* T) l7 l/ h$ t0 h: OUDSStatement .................................3518
4 r7 ^$ |4 S/ v8 {0 v, f8 d2 L& ?Details:MCMCProcedure .............................. 3522" a- z* a0 U' y' Q; [
HowPROCMCMCWorks ..........................3522
1 V3 ?% _" Q7 R) D$ {# XBlockingofParameters ............................3523
" G4 b- \4 D, a: Z+ B" o+ `Samplers ....................................3524
8 l- p$ j1 M, r+ TTuningtheProposalDistribution .......................3525' X' t8 L' O# L+ o
InitialValuesoftheMarkovChains ......................3528
9 h( Z' S6 g8 J' O( r ], MAssignmentsofParameters ..........................3528/ V( W; B" h! L/ W3 R* Q- N0 i$ _- [9 P
StandardDistributions .............................35306 _) m7 ~7 i/ k+ ~
SpecifyingaNewDistribution .........................35417 h! ]0 [4 w4 i4 R2 C/ Y
UsingDensityFunctionsintheProgrammingStatements ...........3542/ {4 ?" a# ]: Q& n; I' o- y% |
TruncationandCensoring ...........................3544
8 T& F; k9 s1 p3 D7 JMultivariateDensityFunctions ........................3546
1 p6 Q& S& W; B; V- ^SomeUsefulSASFunctions ..........................35494 U7 s( C. G" F% r4 G- C- ?! m
MatrixFunctionsinPROCMCMC ......................3551
+ C$ p2 Z. s, P1 rModelingJointLikelihood ...........................3556
7 R2 j- k( ?9 f3 iRegeneratingDiagnosticsPlots ........................3557" H+ j5 a& l1 j; o* ^% C
PosteriorPredictiveDistribution ........................3560
; e6 t% h! H& M. W/ g" F5 {HandlingofMissingData ...........................3565
2 }5 O9 h* c! ?FloatingPointErrorsandOverflows ......................35654 C) ~1 u; L7 V- e& e3 M
HandlingErrorMessages ...........................3568
) R: d* e% n1 S+ G2 }5 j% ?% s" ^! s: ]ComputationalResources ...........................3570+ S/ m% g4 f T% b, n
DisplayedOutput ................................3571' Z, z+ Q2 h0 d( E; E
ODSTableNames ...............................3575
! _0 b8 `; O, B" [4 X! DODSGraphics .................................3577
1 A; P8 k! p$ m# cExamples:MCMCProcedure ............................ 3578: a, X- R# G) J) t' T, i
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
8 Z. ?* u' K: u0 k$ j& d9 rExample52.2:Box-CoxTransformation ...................3583
7 n& f1 z' u) i% v2 E( u$ [9 RExample52.3:GeneralizedLinearModels ..................3592
) Y/ q3 R. J4 q$ NExample52.4:NonlinearPoissonRegressionModels ............36056 j# M0 y3 U, v* O
Example52.5:Random-EffectsModels ...................3614
2 m1 c, | G( N; J0 T2 hExample52.6:ChangePointModels .....................3630# m6 y1 o- F& X& u% Q
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
; Z: h c, ~8 ZExample52.8:CoxModels ..........................3647
0 v4 j- t1 F1 a# D! `2 M+ gExample52.9:NormalRegressionwithIntervalCensoring .........3664
- x4 ` N2 k8 {7 d1 tExample52.10:ConstrainedAnalysis ....................3666% a. l9 h" W0 o; D
Example52.11:ImplementaNewSamplingAlgorithm ...........3672
7 E. w) j- \$ `) G) EExample52.12:UsingaTransformationtoImproveMixing .........36837 b2 \7 k, \* b& u7 O+ c' L, e
Example52.13:Gelman-RubinDiagnostics .................3693
; L% w4 a, q6 L$ iReferences ...................................... 3700
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