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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
 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 |
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Chapter 52; a# m7 u( f; F* F8 ?
TheMCMCProcedure6 r( l: s) @3 @- E/ ~5 F- y! b
Contents) T, T3 t/ B+ V4 ]+ o L9 X4 A
Overview:MCMCProcedure ............................ 3478
* m- q( }- Z0 W3 E- XPROCMCMCComparedwithOtherSASProcedures ............3479
+ E6 }4 W% e3 K" A! D. B5 H4 s6 C' ?GettingStarted:MCMCProcedure .......................... 3479- W2 d t" N* C/ G" Z0 [: R
SimpleLinearRegression ...........................3480
9 B( j' g ~$ f) g! O5 s! GTheBehrens-FisherProblem ..........................3488
( q. ` g& K5 MMixed-EffectsModel .............................3492
9 ?7 \: v/ Q6 F7 \& lSyntax:MCMCProcedure .............................. 3495
# Y' K, C; H# s/ N! l- ~' PPROCMCMCStatement ...........................3496; E4 F0 _. q/ F+ F8 q
ARRAYStatement ...............................3508
/ b3 c: N# Y5 _' k+ V6 NBEGINCNST/ENDCNSTStatement .....................3509
: Z% v, t9 j/ [: n1 B' e6 ^BEGINNODATA/ENDNODATAStatements .................3511
, S7 y2 M4 G/ p8 lBYStatement .................................3511$ U2 S/ \1 E3 o, {! t
MODELStatement ...............................3512
" T' X+ v! b+ |, \- Z5 F" APARMSStatement ...............................3515
# L" R; q6 B( ePRIOR/HYPERPRIORStatement .......................3516
7 a& K! C# M t; j0 Y8 T+ fProgrammingStatements ...........................35165 t! K6 o2 O2 x! c6 I: v. \
UDSStatement .................................35184 K5 N8 N S" ]/ A
Details:MCMCProcedure .............................. 3522
2 O) X7 s+ Z8 X! J, tHowPROCMCMCWorks ..........................3522% {4 G* S. m- r1 Z1 \
BlockingofParameters ............................3523
0 X1 `1 u" Z" B: A* @. V$ SSamplers ....................................3524: m$ e6 m; {# u1 m& q" v
TuningtheProposalDistribution .......................3525
Y: E- k/ d! x3 O) NInitialValuesoftheMarkovChains ......................3528
, V0 k. W/ m4 ?$ z, f; J) [! hAssignmentsofParameters ..........................35286 U5 R4 f( }$ r1 S
StandardDistributions .............................3530; @8 \9 b4 T2 a8 u- k$ z4 [
SpecifyingaNewDistribution .........................3541
$ i+ p5 G" a, ^* kUsingDensityFunctionsintheProgrammingStatements ...........35425 _4 ~* X6 a: d1 f% X p* r3 o
TruncationandCensoring ...........................3544 F# r9 C) v) L5 m
MultivariateDensityFunctions ........................3546% |1 a2 \9 a0 a: l+ F! j
SomeUsefulSASFunctions ..........................3549 N) \/ `" |$ c- v
MatrixFunctionsinPROCMCMC ......................3551
7 A" l; P% ]! H- m" E" JModelingJointLikelihood ...........................3556# {# ~# h+ r5 i
RegeneratingDiagnosticsPlots ........................3557
; x( x l7 W Y4 W) K& nPosteriorPredictiveDistribution ........................3560. ~" l# F# d: @
HandlingofMissingData ...........................35651 F5 G& q& \; v9 B1 P' x" \$ t
FloatingPointErrorsandOverflows ......................3565
7 V" x! M' u1 M X3 \/ tHandlingErrorMessages ...........................3568# k' O- u% M ]: `4 P% g: K" d
ComputationalResources ...........................3570
2 s' [3 n% D$ Q9 CDisplayedOutput ................................3571' y2 t6 c2 r/ h" W, h0 O
ODSTableNames ...............................3575
- g$ A' Z+ r- R# G4 q- KODSGraphics .................................3577# b: U* p5 v E
Examples:MCMCProcedure ............................ 35789 O: B5 R; X- e& i5 m0 \7 C
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
# k3 I2 @' \5 u7 @Example52.2:Box-CoxTransformation ...................3583
0 y8 A( P( j& j; }7 Y3 B& kExample52.3:GeneralizedLinearModels ..................35924 j$ s) f& V( |: x/ u
Example52.4:NonlinearPoissonRegressionModels ............3605
! x, X9 T1 g2 L* X/ xExample52.5:Random-EffectsModels ...................36146 i/ @" n% Z. c T9 Q4 B2 A ?: G
Example52.6:ChangePointModels .....................3630
) M' \- z5 Z+ r8 ZExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634 X: _" Z9 P, K/ o" p' I
Example52.8:CoxModels ..........................3647+ x' I; C% h5 Z7 c) W- L
Example52.9:NormalRegressionwithIntervalCensoring .........3664
) b c, W, v* `, ^1 l" dExample52.10:ConstrainedAnalysis ....................3666- k6 _1 L- M% V0 r* e& R
Example52.11:ImplementaNewSamplingAlgorithm ...........3672
& n6 f1 n m- G, F. aExample52.12:UsingaTransformationtoImproveMixing .........3683
# D6 ?$ S7 R" a6 `1 {Example52.13:Gelman-RubinDiagnostics .................36939 l$ `6 T) e* Q: A1 E0 N
References ...................................... 3700
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