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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$ w0 Z; M1 L( G7 t
TheMCMCProcedure9 F1 y# F% _' @0 j6 h
Contents+ |5 _' L9 f' V; f8 f7 ]* L& X% `0 I5 o
Overview:MCMCProcedure ............................ 3478
5 z' g5 J0 F( w$ @PROCMCMCComparedwithOtherSASProcedures ............3479
2 \. ~8 _/ l6 z! I0 o, e' ~GettingStarted:MCMCProcedure .......................... 3479
4 z: L2 o* W B: S% |: FSimpleLinearRegression ...........................34803 k. U2 p# t8 Y. }$ W
TheBehrens-FisherProblem ..........................3488, D" Z$ u- `6 t/ u, Y0 n9 [+ }
Mixed-EffectsModel .............................34924 n8 m! k' \" A. b0 L( M4 t# t
Syntax:MCMCProcedure .............................. 3495
1 |1 a- q2 r& d5 CPROCMCMCStatement ...........................3496
# P9 P0 y2 C( ]5 H9 O( I$ w+ Y* AARRAYStatement ...............................3508
$ P3 [9 Z7 r& ~: {2 XBEGINCNST/ENDCNSTStatement .....................3509" P$ L: o( C5 \- v( \
BEGINNODATA/ENDNODATAStatements .................3511
% W1 l8 V! w- a( o( u9 ` f) p0 mBYStatement .................................35114 K# F! B" a) h* }6 ?7 n
MODELStatement ...............................35124 c& ~# M' I2 V# i8 b
PARMSStatement ...............................3515: y% w- u8 n4 K7 J# U) ]
PRIOR/HYPERPRIORStatement .......................3516
3 I2 u6 x! A' `/ f. ^& nProgrammingStatements ...........................3516& ]9 r4 N U' |. { B* y
UDSStatement .................................3518 ]6 F9 T i) o8 h, F
Details:MCMCProcedure .............................. 3522" y7 m% M, Z+ u0 A' m
HowPROCMCMCWorks ..........................3522% t& O$ h0 b, E4 H' \
BlockingofParameters ............................35234 i+ @/ W+ I& [
Samplers ....................................3524
* x6 h: N* y( i* h' vTuningtheProposalDistribution .......................3525+ R X( }! Q/ b! ?$ V
InitialValuesoftheMarkovChains ......................3528
! s; c, V% T0 R( J! O9 a! [/ N+ UAssignmentsofParameters ..........................3528
, r9 _! d& B+ {0 X$ U! x/ A9 J4 @, ?StandardDistributions .............................3530
8 A% g+ }8 u5 q5 u/ tSpecifyingaNewDistribution .........................3541 D& b4 p# I; X% p- T
UsingDensityFunctionsintheProgrammingStatements ...........3542
% X" d$ W& R9 I& `4 k/ b( @' @TruncationandCensoring ...........................3544
% @+ Z4 Z; l0 [6 J% g8 UMultivariateDensityFunctions ........................3546: d# V- O: ~+ g2 c$ L
SomeUsefulSASFunctions ..........................35493 X+ p7 r1 d2 q; V& U
MatrixFunctionsinPROCMCMC ......................3551
( C6 ]8 C U) y6 b4 `0 m( I" QModelingJointLikelihood ...........................3556
# j: `2 T: H+ f0 L, t9 QRegeneratingDiagnosticsPlots ........................35573 p# U; Y: [: s& ]. d1 w; _
PosteriorPredictiveDistribution ........................3560
6 s. g+ p, H4 x1 vHandlingofMissingData ...........................3565
4 C3 P m) {" j7 kFloatingPointErrorsandOverflows ......................3565' @0 k* S0 g3 F3 a
HandlingErrorMessages ...........................35688 y: g1 l' X$ M
ComputationalResources ...........................3570: _% ~9 k% l; L, h0 [% w$ o
DisplayedOutput ................................35717 T6 j! `' |- R2 ^
ODSTableNames ...............................3575
- }) a" C! G1 s7 A: O: yODSGraphics .................................35770 x U7 _# B) i! _+ _: \
Examples:MCMCProcedure ............................ 3578+ O3 j2 [6 C6 u3 \3 W: n
Example52.1:SimulatingSamplesFromaKnownDensity .........35780 J# a% C! m5 G
Example52.2:Box-CoxTransformation ...................3583
/ t, i! B0 U& `( Y& Q- x( z5 yExample52.3:GeneralizedLinearModels ..................3592
, J: F6 t* ~& dExample52.4:NonlinearPoissonRegressionModels ............36050 x) j9 s* [3 h6 m5 C+ N
Example52.5:Random-EffectsModels ...................3614" W9 x4 Z5 E. t m- X* L+ w
Example52.6:ChangePointModels .....................36304 M t1 @) x! k3 S
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
! y- O$ @' f$ w" {, DExample52.8:CoxModels ..........................3647
1 }9 \2 v4 X$ b. K, AExample52.9:NormalRegressionwithIntervalCensoring .........3664
6 m/ `: N6 i& W0 jExample52.10:ConstrainedAnalysis ....................3666
8 k6 W# Q# i: F% g( A; m1 YExample52.11:ImplementaNewSamplingAlgorithm ...........3672: v" Z5 D/ ~* K$ Q) ]% J x
Example52.12:UsingaTransformationtoImproveMixing .........3683+ q& f1 `$ G+ P7 l7 v+ a- B
Example52.13:Gelman-RubinDiagnostics .................3693
/ q1 T8 o$ }/ \2 p+ n5 ~# yReferences ...................................... 3700
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