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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
5 _) i( I- `2 HTheMCMCProcedure( {- v F. e0 F9 N# Q) ], u' x- }
Contents
5 ?% L" M7 s3 r# M% }1 a6 v- \Overview:MCMCProcedure ............................ 34780 b+ f! ?* u( x& k' [
PROCMCMCComparedwithOtherSASProcedures ............3479
8 }; f8 G$ X& t( S6 B* u# SGettingStarted:MCMCProcedure .......................... 3479
3 S) o4 v% l0 s! K1 X5 HSimpleLinearRegression ...........................3480; S4 `6 t0 b7 x$ p
TheBehrens-FisherProblem ..........................3488* {5 E `7 R/ i* O' W# W7 J
Mixed-EffectsModel .............................3492
& @! Q, x0 J& D+ w8 zSyntax:MCMCProcedure .............................. 3495
# h: W0 K8 R6 k& P# \" ]6 q$ ZPROCMCMCStatement ...........................3496* _ ^8 D: I9 O$ N( }* L5 r9 ^
ARRAYStatement ...............................3508
) Y) `1 R: _" s( WBEGINCNST/ENDCNSTStatement .....................3509
/ V# b+ A7 ?% D+ N5 a- _BEGINNODATA/ENDNODATAStatements .................3511
% k4 n( n' O- i4 y4 M) g, O% mBYStatement .................................3511% ]& H$ r- L7 c e
MODELStatement ...............................3512# H+ o% p9 s0 m
PARMSStatement ...............................3515' U) G: Y4 v" H- o0 c s5 e p
PRIOR/HYPERPRIORStatement .......................3516
6 T2 ]$ [# ~5 F# [ProgrammingStatements ...........................3516
; M" q, t" x/ t% r5 |UDSStatement .................................3518
$ `+ Q: K2 {* k( ?Details:MCMCProcedure .............................. 35220 ~$ D+ m& `. B' D! i
HowPROCMCMCWorks ..........................3522
9 I! [0 w: H, I/ ^( sBlockingofParameters ............................35238 f, w* V8 \. I3 X
Samplers ....................................3524
1 g8 I1 o$ ^, v+ x$ B& P3 K2 r( r* e( sTuningtheProposalDistribution .......................3525
* D* g( U4 W+ g, n+ BInitialValuesoftheMarkovChains ......................3528. x0 g- m2 K8 r6 g p) v
AssignmentsofParameters ..........................3528
- B3 D6 g5 s! s. Z" sStandardDistributions .............................3530
: U& ?, i5 Z* o8 k6 N `SpecifyingaNewDistribution .........................3541
0 s5 M1 U d5 eUsingDensityFunctionsintheProgrammingStatements ...........3542, c- o. l* }2 P- d- `) ^
TruncationandCensoring ...........................3544
# B9 \& f/ f0 _# I7 _! ZMultivariateDensityFunctions ........................35467 A$ H5 \# N- a+ b
SomeUsefulSASFunctions ..........................35497 P0 p3 b: {/ i
MatrixFunctionsinPROCMCMC ......................3551
0 r" F7 s) R% b$ T1 s) G, i7 EModelingJointLikelihood ...........................3556
7 e, [: K3 t0 n3 j* QRegeneratingDiagnosticsPlots ........................3557" V) A7 H6 V i8 F4 [8 ?) @
PosteriorPredictiveDistribution ........................35607 x+ v2 h9 h+ _: ]' O! ]9 |
HandlingofMissingData ...........................35651 B, m/ C" z0 z7 [" o
FloatingPointErrorsandOverflows ......................3565
t0 `2 V2 l$ x6 I3 GHandlingErrorMessages ...........................3568& G: r- Z- I$ a# A
ComputationalResources ...........................35705 t. i2 f3 N; ~ p
DisplayedOutput ................................3571
3 C* g; p v3 o7 k0 G8 P: SODSTableNames ...............................3575! z% K6 U/ U- ^. W: C7 W
ODSGraphics .................................3577+ p/ S# `% d, ~
Examples:MCMCProcedure ............................ 35783 i+ W" @- Q% d, A
Example52.1:SimulatingSamplesFromaKnownDensity .........35788 |* W5 Q1 R3 `
Example52.2:Box-CoxTransformation ...................3583
6 C3 Q6 \4 P) MExample52.3:GeneralizedLinearModels ..................3592
, n4 p+ |$ X0 H7 h/ }, ~; s0 iExample52.4:NonlinearPoissonRegressionModels ............3605% I) x) \: @2 Z0 |. M+ ^
Example52.5:Random-EffectsModels ...................3614
6 E5 l" Q5 Q& q/ o6 s! }Example52.6:ChangePointModels .....................3630
; j% i. L+ C3 U) G( ?Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634: S9 `7 Z% j- H
Example52.8:CoxModels ..........................3647
" P# l- T7 n' Y; W9 Y# _; h MExample52.9:NormalRegressionwithIntervalCensoring .........3664
. }2 l: a' n' e: t8 BExample52.10:ConstrainedAnalysis ....................3666
8 Y/ d0 x' Q; SExample52.11:ImplementaNewSamplingAlgorithm ...........3672$ ^' U- i& W( V% Z- [! l
Example52.12:UsingaTransformationtoImproveMixing .........3683
6 H1 K6 W8 Y7 T, s' e% EExample52.13:Gelman-RubinDiagnostics .................3693) N7 P- c! o x, X9 O
References ...................................... 37001 ^( \; H7 L# O1 O1 l5 T
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