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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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) l$ ]. V/ |4 OChapter 52( ~4 [# Y p& t7 e
TheMCMCProcedure/ x% j& h: _9 X1 R4 i
Contents) m9 L3 N" d2 p9 Y/ S, L
Overview:MCMCProcedure ............................ 3478 `. C) _- P' P. z
PROCMCMCComparedwithOtherSASProcedures ............3479
. j o% l A8 HGettingStarted:MCMCProcedure .......................... 3479
' D6 C$ s) C* H. ~; [: l8 aSimpleLinearRegression ...........................3480
" g* F! V; g, K: |) d `' y" qTheBehrens-FisherProblem ..........................3488
4 l+ P' s6 z$ hMixed-EffectsModel .............................3492' _2 A1 O' S+ ]2 B6 b* D" }/ A
Syntax:MCMCProcedure .............................. 3495
" W4 e! L% ~/ \PROCMCMCStatement ...........................3496! `, R+ [) x) C9 [0 |. T
ARRAYStatement ...............................3508
% o. E. E7 s3 z6 e$ {- pBEGINCNST/ENDCNSTStatement .....................3509
+ [# L; B( s8 [4 j6 ?BEGINNODATA/ENDNODATAStatements .................35113 t5 E+ H4 g: j( C
BYStatement .................................3511% G0 B2 U$ U& Y) t% T5 x
MODELStatement ...............................3512
7 u6 A6 \. c! t: l9 ~PARMSStatement ...............................3515
( Q6 A! U! Y- M' z7 v6 ]. {PRIOR/HYPERPRIORStatement .......................3516
" C# K) i& B7 V: K4 TProgrammingStatements ...........................3516
4 n$ J, x5 k: Q1 lUDSStatement .................................35182 w+ s: O7 w$ u& G. k
Details:MCMCProcedure .............................. 3522
" U6 \3 H& d' C0 m9 i0 YHowPROCMCMCWorks ..........................3522% V5 J/ G' C+ l6 Y+ s( \- s
BlockingofParameters ............................35232 i1 m( v& O/ L9 d
Samplers ....................................3524
/ N& h5 Y. E" x" c4 U3 f% ^4 aTuningtheProposalDistribution .......................3525, V( y, ]! |' y0 n( s* F J9 U
InitialValuesoftheMarkovChains ......................3528
& _ h# o6 \* I( K1 q; CAssignmentsofParameters ..........................3528
! o' Y: A. \% bStandardDistributions .............................3530
3 `2 ]( O5 {# S j5 \SpecifyingaNewDistribution .........................3541
+ O9 {# |% o- u' K6 ]UsingDensityFunctionsintheProgrammingStatements ...........3542, u$ s* Y- ]* E9 T
TruncationandCensoring ...........................3544; T/ I+ e: \! }8 D/ y/ V2 \4 U' U
MultivariateDensityFunctions ........................3546
( F) J9 N( W" [( SSomeUsefulSASFunctions ..........................3549! ^6 {5 H! m# F: E4 r$ `$ w
MatrixFunctionsinPROCMCMC ......................35512 h7 M9 z' c/ P4 m& F- D# ^. a
ModelingJointLikelihood ...........................3556
1 l1 V7 z$ {, yRegeneratingDiagnosticsPlots ........................3557# v+ a, h+ @$ H% f# N
PosteriorPredictiveDistribution ........................3560
5 _8 }1 K. ~. s8 vHandlingofMissingData ...........................3565
$ D3 q3 ^. A! k" c( aFloatingPointErrorsandOverflows ......................3565) n( ~; t* Y6 m. N
HandlingErrorMessages ...........................3568& c' C& S5 V0 p. z
ComputationalResources ...........................3570' I! T0 Y/ J* Q1 D
DisplayedOutput ................................3571
. h" S, |+ D7 X j, SODSTableNames ...............................3575
0 U% s8 ]; ~; YODSGraphics .................................3577 R5 W) P5 q$ @. V7 |& Q# t
Examples:MCMCProcedure ............................ 35786 A3 w+ `+ V) @' Y W
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
; Q: ~% n" f1 O6 {. {7 \" c' R% VExample52.2:Box-CoxTransformation ...................35839 Y: N1 i/ g( o3 x: e1 f* _# O) v
Example52.3:GeneralizedLinearModels ..................3592
# t# A1 V) T$ M+ S! h0 _% N! P. h# ^Example52.4:NonlinearPoissonRegressionModels ............3605/ c6 X) O* k( x' `% V
Example52.5:Random-EffectsModels ...................3614
' L$ {# b4 d8 a6 j6 J b, y9 eExample52.6:ChangePointModels .....................3630( ` F; a$ Y, O e4 Q
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........36346 F' C e' }" U2 {+ ?. i" O
Example52.8:CoxModels ..........................3647( p2 {7 E, r6 V0 J
Example52.9:NormalRegressionwithIntervalCensoring .........36647 m( ]; ?" F; O) c7 z. b
Example52.10:ConstrainedAnalysis ....................3666+ r& U! v/ r' F, a
Example52.11:ImplementaNewSamplingAlgorithm ...........3672& ~- s6 ~' o: @ W- C$ r
Example52.12:UsingaTransformationtoImproveMixing .........3683
" P# ~3 D( i) ]Example52.13:Gelman-RubinDiagnostics .................3693
. q8 S' w' c* M! P5 G# OReferences ...................................... 3700
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