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The MCMC Procedure
The MCMC Procedure
Overview: MCMC Procedure
PROC MCMC Compared with Other SAS Procedures
Getting Started: MCMC Procedure
Simple Linear Regression
The Behrens-Fisher Problem
Mixed-Effects Model
Syntax: MCMC Procedure
PROC MCMC Statement
ARRAY Statement
BEGINCNST/ENDCNST Statement
BEGINNODATA/ENDNODATA Statements
BY Statement
MODEL Statement
PARMS Statement
PRIOR/HYPERPRIOR Statement
Programming Statements
UDS Statement
Details: MCMC Procedure
How PROC MCMC Works
Blocking of Parameters
Samplers
Tuning the Proposal Distribution
Initial Values of the Markov Chains
Assignments of Parameters
Standard Distributions
Specifying a New Distribution
Using Density Functions in the Programming Statements
Truncation and Censoring
Multivariate Density Functions
Some Useful SAS Functions
Matrix Functions in PROC MCMC
Modeling Joint Likelihood
Regenerating Diagnostics Plots
Posterior Predictive Distribution
Handling of Missing Data
Floating Point Errors and Overflows
Handling Error Messages
Computational Resources
Displayed Output
ODS Table Names
ODS Graphics
Examples: MCMC Procedure
Simulating Samples From a Known Density
Box-Cox Transformation
Generalized Linear Models
Nonlinear Poisson Regression Models
Random-Effects Models
Change Point Models
Exponential and Weibull Survival Analysis
Cox Models
Normal Regression with Interval Censoring
Constrained Analysis
Implement a New Sampling Algorithm
Using a Transformation to Improve Mixing
Gelman-Rubin Diagnostics
References
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Copyright © 2009 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
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