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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- H/ v4 o' P( ?# f+ h
TheMCMCProcedure
Y- d+ Z7 G9 Y# ]' [Contents2 Y' p6 a7 ]1 p2 K% [
Overview:MCMCProcedure ............................ 3478
6 z3 L& }' ^% ZPROCMCMCComparedwithOtherSASProcedures ............3479
: f. O5 X" V- i5 s3 d+ I7 M& ^+ y! eGettingStarted:MCMCProcedure .......................... 3479
3 L, c) n2 D3 E4 m# GSimpleLinearRegression ...........................3480+ B( k! H0 `9 R- w6 ^' U
TheBehrens-FisherProblem ..........................3488
7 X/ f2 s K7 w3 C# Y0 v) J. rMixed-EffectsModel .............................3492
( h3 P* O7 t7 B, Q1 b4 @( ASyntax:MCMCProcedure .............................. 3495
* n) |6 R9 t( W8 M: E' vPROCMCMCStatement ...........................3496
# t8 F! Z0 s: U7 m6 y( }ARRAYStatement ...............................35085 X% t. ^6 K x
BEGINCNST/ENDCNSTStatement .....................3509
( B% f* [ o) v- wBEGINNODATA/ENDNODATAStatements .................3511# q: y: @- K2 y
BYStatement .................................3511
' H; M, L* i6 \$ GMODELStatement ...............................3512
4 m; h% S, L) y/ g4 z) x( u J4 }% |PARMSStatement ...............................3515
6 Q: ?) ~ ?) u+ e8 aPRIOR/HYPERPRIORStatement .......................3516% b, l6 A& K+ K! h3 A
ProgrammingStatements ...........................3516& T& n9 U' k7 i& { c
UDSStatement .................................3518
$ |. M5 O$ Y$ W+ jDetails:MCMCProcedure .............................. 3522: `2 R" u/ `* ^7 _4 f
HowPROCMCMCWorks ..........................35226 L1 d0 F& S0 D2 Z
BlockingofParameters ............................3523
. W# K0 j8 m; E8 ]# G/ m3 z jSamplers ....................................3524
- A9 w9 c: V0 J( r! R/ f7 H8 nTuningtheProposalDistribution .......................3525: A+ \( J! y# U/ f6 k
InitialValuesoftheMarkovChains ......................3528' A( A3 n* f7 C6 z1 H
AssignmentsofParameters ..........................3528
! H5 u: v. P& N5 T+ A: B$ ?* qStandardDistributions .............................3530
- P: O& W" w2 I( q# f) D9 eSpecifyingaNewDistribution .........................3541
! ]8 ?( v( j; o( RUsingDensityFunctionsintheProgrammingStatements ...........35420 @+ l, a7 \7 G. }
TruncationandCensoring ...........................3544
8 n& ~; t7 x2 @MultivariateDensityFunctions ........................3546- A. I- B$ }. x+ _
SomeUsefulSASFunctions ..........................35498 u# G5 v' q% }1 q5 }, E& r$ }
MatrixFunctionsinPROCMCMC ......................35517 y1 H* E# @7 r/ B2 U" E
ModelingJointLikelihood ...........................35560 o% n6 {1 P/ u6 V- D
RegeneratingDiagnosticsPlots ........................3557, C! w( J' w, [4 N5 l8 E
PosteriorPredictiveDistribution ........................3560
5 @' L7 ^( Q% `1 \8 g6 vHandlingofMissingData ...........................35652 f+ V+ u: ~( {: Q$ ]& G
FloatingPointErrorsandOverflows ......................3565
6 T+ O1 m6 u y6 l# |0 \ wHandlingErrorMessages ...........................3568" w- ]- ?0 c" u
ComputationalResources ...........................3570* h9 Y* V. D, C# v/ F' v
DisplayedOutput ................................3571
# K8 Q' i/ E; dODSTableNames ...............................35752 g5 e; s) P' C8 f# |- W% i
ODSGraphics .................................3577
; `* S; P# ?, E9 Y4 E: CExamples:MCMCProcedure ............................ 3578+ }5 T% z0 d6 D" q
Example52.1:SimulatingSamplesFromaKnownDensity .........3578
+ T# E5 p6 {" A" E* _9 xExample52.2:Box-CoxTransformation ...................35834 p( s# p4 b9 `" V* w2 c+ p
Example52.3:GeneralizedLinearModels ..................3592
; D' q1 \3 K9 W/ G6 s$ i: yExample52.4:NonlinearPoissonRegressionModels ............3605$ Q3 @+ b, A) h9 U8 u" f% e
Example52.5:Random-EffectsModels ...................3614
. S. [2 ?/ f( b' |3 uExample52.6:ChangePointModels .....................36304 J: y8 w% v- M: p
Example52.7:ExponentialandWeibullSurvivalAnalysis ..........3634, ]5 K& D4 L9 T, r: S( d
Example52.8:CoxModels ..........................3647' k0 {3 s+ Q# P# x
Example52.9:NormalRegressionwithIntervalCensoring .........3664
1 ]" G* P( H4 k( G& kExample52.10:ConstrainedAnalysis ....................3666
% K; s: D( R% Q3 y0 x7 B# n' Y! T: hExample52.11:ImplementaNewSamplingAlgorithm ...........3672
2 Z1 ]2 E7 ?+ P% j3 Q$ `Example52.12:UsingaTransformationtoImproveMixing .........3683
" v" a5 p5 j, U. JExample52.13:Gelman-RubinDiagnostics .................3693( d* W- {* t4 N9 W* A6 t5 c7 h* F
References ...................................... 3700! R! x0 b: h% j7 F' g0 K1 E X' U
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