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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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5 r4 H. |) E0 o8 v; YChapter 52
1 O9 q3 w* a+ l7 oTheMCMCProcedure8 H7 ~) L; v) T2 z4 U6 j& p
Contents: u5 I3 P! A& f' J# x* R& g3 U. G9 {: J
Overview:MCMCProcedure ............................ 34788 _+ S8 I/ ^) `* R( Q2 t3 @# B2 c
PROCMCMCComparedwithOtherSASProcedures ............3479
, W G8 V7 ?8 R- k! _GettingStarted:MCMCProcedure .......................... 3479
3 V) y( G$ \' q/ [SimpleLinearRegression ...........................3480
/ a5 S2 s& @8 B- ^1 p: ETheBehrens-FisherProblem ..........................3488
# I$ o+ P' u1 M( g6 i$ X2 JMixed-EffectsModel .............................34925 [9 [3 D# g; W) ^% G
Syntax:MCMCProcedure .............................. 34956 a9 h0 J1 q+ `; E* Q; e
PROCMCMCStatement ...........................3496
2 w5 A' ^4 u; SARRAYStatement ...............................3508
1 \4 g: y) S" k2 \BEGINCNST/ENDCNSTStatement .....................3509 w6 ]' H. y' J8 [
BEGINNODATA/ENDNODATAStatements .................3511
* R k$ s+ {1 b8 u% @BYStatement .................................35114 M9 r2 ~! M3 b2 F5 ]) C
MODELStatement ...............................3512) q9 L) M$ ?: {2 u' H* _2 n
PARMSStatement ...............................35157 T! n' ?8 Q* G7 {: W+ O8 w
PRIOR/HYPERPRIORStatement .......................35165 G) q# a& q. X% v7 _' Z
ProgrammingStatements ...........................3516
( O3 p4 W1 [, k) W1 j b' iUDSStatement .................................3518
& O8 y: y6 y" L v( O+ I5 vDetails:MCMCProcedure .............................. 35224 e+ c* ~+ I) Y; p6 b# }
HowPROCMCMCWorks ..........................35220 }2 T/ S* j3 t6 j0 i$ O& b; |/ Z: j
BlockingofParameters ............................3523
+ z, k8 n8 W4 `& C \Samplers ....................................3524/ `, P- x7 Z9 J/ e5 r: d3 P
TuningtheProposalDistribution .......................3525, d9 |9 V9 l5 [% H$ @9 e: l
InitialValuesoftheMarkovChains ......................3528+ f3 W) Y \) R9 v; E
AssignmentsofParameters ..........................3528
( Y& j5 S/ q5 k5 mStandardDistributions .............................3530
2 v( k" A1 `4 h9 M/ [SpecifyingaNewDistribution .........................3541
, g* @6 J" C) Q" ~' i2 Y2 s& G, s4 {UsingDensityFunctionsintheProgrammingStatements ...........3542
1 q; K8 E! {' d1 I- [TruncationandCensoring ...........................3544
) v1 Q! i7 Y; o" mMultivariateDensityFunctions ........................35465 ~: u. e- Q, b& _& v
SomeUsefulSASFunctions ..........................3549) O$ F. J- o$ x! O8 |* U z" H
MatrixFunctionsinPROCMCMC ......................35511 |# q4 U/ Q: ?9 C/ C' ^$ R k5 t
ModelingJointLikelihood ...........................35569 u+ p- U1 b- o& m
RegeneratingDiagnosticsPlots ........................3557) d7 Y! [/ _$ I
PosteriorPredictiveDistribution ........................3560
: t2 k5 Q+ G9 p' f2 hHandlingofMissingData ...........................35657 W2 i: U8 M4 S
FloatingPointErrorsandOverflows ......................35652 T' N, S& l# g/ t$ T6 f0 t
HandlingErrorMessages ...........................3568# H' h9 S0 B8 g# t. q
ComputationalResources ...........................3570
3 E1 T0 S. u& yDisplayedOutput ................................35719 P1 M% M7 ^7 H# ^& T7 @! [# Y
ODSTableNames ...............................35759 @# G/ _1 c" H' e
ODSGraphics .................................3577' Q" N% V4 @* d% w1 v
Examples:MCMCProcedure ............................ 3578
% T+ A/ G. c% wExample52.1:SimulatingSamplesFromaKnownDensity .........3578" I- \% i0 {5 _# u& X
Example52.2:Box-CoxTransformation ...................3583
& f- ? C' L V( tExample52.3:GeneralizedLinearModels ..................3592
1 b) C2 {, h9 j: F/ YExample52.4:NonlinearPoissonRegressionModels ............3605
, u( q& Y! E; T B- k: I; f! yExample52.5:Random-EffectsModels ...................3614
5 M. ^9 x+ [3 E6 w0 OExample52.6:ChangePointModels .....................3630
4 r6 O+ M; T* I0 sExample52.7:ExponentialandWeibullSurvivalAnalysis ..........3634! J. }) }' J, @) Z8 e/ G8 Q+ @ D8 C
Example52.8:CoxModels ..........................3647
( |, m) V4 K7 [" LExample52.9:NormalRegressionwithIntervalCensoring .........3664
. e# Z( n. b- S/ ?" H; ~Example52.10:ConstrainedAnalysis ....................3666
/ l7 a) S7 x( Z. b) TExample52.11:ImplementaNewSamplingAlgorithm ...........3672
) O8 N: S* I4 H" `* W T' G" mExample52.12:UsingaTransformationtoImproveMixing .........3683
, X2 u% M% H' e3 @1 i" `Example52.13:Gelman-RubinDiagnostics .................3693
3 a# r1 G: f, KReferences ...................................... 3700
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