- 在线时间
- 1084 小时
- 最后登录
- 2015-9-10
- 注册时间
- 2014-4-18
- 听众数
- 162
- 收听数
- 1
- 能力
- 10 分
- 体力
- 43980 点
- 威望
- 6 点
- 阅读权限
- 255
- 积分
- 15251
- 相册
- 0
- 日志
- 0
- 记录
- 1
- 帖子
- 3471
- 主题
- 2620
- 精华
- 1
- 分享
- 0
- 好友
- 513
升级   0% TA的每日心情 | 开心 2015-3-12 15:35 |
|---|
签到天数: 207 天 [LV.7]常住居民III
 群组: 第六届国赛赛前冲刺培 群组: 国赛讨论 群组: 2014美赛讨论 群组: 2014研究生数学建模竞 群组: 数学中国试看培训视频 |
1 c( y4 y0 U+ |) q Q' O
Chapter 52
" U* f1 k9 Y$ X8 uTheMCMCProcedure
) D" g: Z. C: j! S& o1 dContents2 a' j5 M# m0 `
Overview:MCMCProcedure ............................ 3478
) V3 ]) |0 V) x& j" {% RPROCMCMCComparedwithOtherSASProcedures ............34791 \' O* F# b7 Q; m* o$ L$ Y
GettingStarted:MCMCProcedure .......................... 3479
N% u4 P4 \$ Y# \& g) l; f- ^SimpleLinearRegression ...........................34807 a4 J" r! W' w+ p( Y
TheBehrens-FisherProblem ..........................3488
/ d* j/ u. t# N& U) q9 T( O9 F7 A! UMixed-EffectsModel .............................34929 r" S( p. N( g8 ]8 m# S! Q
Syntax:MCMCProcedure .............................. 3495/ X1 b3 }3 {9 {* @' ?
PROCMCMCStatement ...........................3496
3 a4 a& f) G' D, X2 G) w2 K% WARRAYStatement ...............................3508
, i# C5 R% \# ?BEGINCNST/ENDCNSTStatement .....................3509! \. m5 p3 f b& _$ T' v
BEGINNODATA/ENDNODATAStatements .................3511
# {) w1 f* g. Y5 GBYStatement .................................3511, ~: w; I, @5 I9 J
MODELStatement ...............................3512
0 _4 O, i6 t2 t" C) S# oPARMSStatement ...............................35150 \ G! s8 E( C4 ]1 Q5 p) d- T
PRIOR/HYPERPRIORStatement .......................35160 y8 p3 N5 I" @) X- ~4 |
ProgrammingStatements ...........................3516
; T% h: ~" P. [% S/ a( t/ fUDSStatement .................................3518
. |: U8 C! [& F2 A( \Details:MCMCProcedure .............................. 3522
9 r/ ?( v0 \6 X6 w1 r; e& `HowPROCMCMCWorks ..........................3522' [5 }0 o' U+ w& E6 m
BlockingofParameters ............................3523
$ }. @; h4 t0 d$ A; cSamplers ....................................35244 B4 }8 O: b# u' x
TuningtheProposalDistribution .......................35252 J3 W N' c6 |) v1 t2 i2 F
InitialValuesoftheMarkovChains ......................3528% v) t/ n' P- D; f- R2 Y8 v
AssignmentsofParameters ..........................35283 t) y+ i( V6 u( d1 M
StandardDistributions .............................3530
1 s7 w+ J+ C' u- s8 VSpecifyingaNewDistribution .........................3541, d$ f. I x; @! E! I/ M
UsingDensityFunctionsintheProgrammingStatements ...........3542& I g* d, f J
TruncationandCensoring ...........................3544
' n2 d' T2 n( t( ?( O5 l2 NMultivariateDensityFunctions ........................3546! {9 \3 y. E% @$ _' ~
SomeUsefulSASFunctions ..........................35499 | l$ a" B9 l3 E
MatrixFunctionsinPROCMCMC ......................3551, {" t* c( S- n, ?5 f; B: k
ModelingJointLikelihood ...........................3556
- ~* _; ^( Y4 A/ m( sRegeneratingDiagnosticsPlots ........................3557; d5 E) y! @0 l1 r# r: P
PosteriorPredictiveDistribution ........................3560
( @) s+ f# ^/ \' e8 Q5 ^4 mHandlingofMissingData ...........................3565, g8 L ]8 X' Y' T
FloatingPointErrorsandOverflows ......................3565+ i+ V! l- H9 q5 }' ?! D8 G8 n2 W# O
HandlingErrorMessages ...........................3568
# E, U, P( E4 g! e' u+ p' x" f: _ComputationalResources ...........................35706 Q1 ~7 w6 z% S8 E( V
DisplayedOutput ................................3571
4 e: @$ y/ }6 q) R6 RODSTableNames ...............................3575
& }4 f& ~# b+ \$ U8 d" _ODSGraphics .................................3577" y0 }* t# L" K& A
Examples:MCMCProcedure ............................ 3578$ y$ D& f, v" d" Y/ m
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
: _# m6 m4 \0 M! W* r6 R+ P6 D5 wExample52.2:Box-CoxTransformation ...................3583
5 s$ k$ f- t) ^% Y) ?6 xExample52.3:GeneralizedLinearModels ..................3592
+ _* V# K: |, e$ C* n- F3 ^Example52.4:NonlinearPoissonRegressionModels ............3605
+ x$ y( n) K1 S0 }# l, u# k+ RExample52.5:Random-EffectsModels ...................3614
Z+ u' h* A, b% c! m O* BExample52.6:ChangePointModels .....................3630
0 S) A. r8 r6 ] kExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634
' o B: j8 k/ Q* XExample52.8:CoxModels ..........................3647. a h/ Y) q! R* {2 e- x9 p
Example52.9:NormalRegressionwithIntervalCensoring .........36647 W L8 A* R+ T! Z6 l8 w
Example52.10:ConstrainedAnalysis ....................3666
]: s1 M% [; X& p+ t0 e5 rExample52.11:ImplementaNewSamplingAlgorithm ...........3672- \" U$ L! m1 X' ~/ P& @( ^
Example52.12:UsingaTransformationtoImproveMixing .........3683" w! ^0 O+ O: ~, `1 K
Example52.13:Gelman-RubinDiagnostics .................3693! c# P4 W2 G# S8 z( x- Y3 J
References ...................................... 3700
. `! I/ r: X1 V | & f8 E+ i9 I: ^. G3 L
|
zan
|