The MCMC Procedure
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Overview
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Getting Started
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Syntax
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Details
How PROC MCMC Works Blocking of Parameters Sampling Methods Tuning the Proposal Distribution Conjugate Sampling Initial Values of the Markov Chains Assignments of Parameters Standard Distributions Usage of Multivariate Distributions Specifying a New Distribution Using Density Functions in the Programming Statements Truncation and Censoring Some Useful SAS Functions Matrix Functions in PROC MCMC Create Design Matrix Modeling Joint Likelihood Regenerating Diagnostics Plots Caterpillar Plot Posterior Predictive Distribution Handling of Missing Data Floating Point Errors and Overflows Handling Error Messages Computational Resources Displayed Output ODS Table Names ODS Graphics
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Examples
Simulating Samples From a Known Density Box-Cox Transformation Logistic Regression Model with a Diffuse Prior Logistic Regression Model with Jeffreys’ Prior Poisson Regression Nonlinear Poisson Regression Models Logistic Regression Random-Effects Model Nonlinear Poisson Regression Random-Effects Model Multivariate Normal Random-Effects Model Change Point Models Exponential and Weibull Survival Analysis Time Independent Cox Model Time Dependent Cox Model Piecewise Exponential Frailty Model Normal Regression with Interval Censoring Constrained Analysis Implement a New Sampling Algorithm Using a Transformation to Improve Mixing Gelman-Rubin Diagnostics
- References
| ODS Graphics |
Statistical procedures use ODS Graphics to create graphs as part of their output. ODS Graphics is described in detail in Chapter 21, Statistical Graphics Using ODS.
Before you create graphs, ODS Graphics must be enabled (for example, with the ODS GRAPHICS ON statement). For more information about enabling and disabling ODS Graphics, see the section Enabling and Disabling ODS Graphics in Chapter 21, Statistical Graphics Using ODS.
The overall appearance of graphs is controlled by ODS styles. Styles and other aspects of using ODS Graphics are discussed in the section A Primer on ODS Statistical Graphics in Chapter 21, Statistical Graphics Using ODS.
You can reference every graph produced through ODS Graphics with a name. The names of the graphs that PROC MCMC generates are listed in Table 54.44.
ODS Graph Name |
Plot Description |
Statement & Option |
|---|---|---|
ADPanel |
Autocorrelation function and density panel |
PLOTS=(AUTOCORR DENSITY) |
AutocorrPanel |
Autocorrelation function panel |
PLOTS=AUTOCORR |
AutocorrPlot |
Autocorrelation function plot |
PLOTS(UNPACK)=AUTOCORR |
DensityPanel |
Density panel |
PLOTS=DENSITY |
DensityPlot |
Density plot |
PLOTS(UNPACK)=DENSITY |
TAPanel |
Trace and autocorrelation function panel |
PLOTS=(TRACE AUTOCORR) |
TADPanel |
Trace, density, and autocorrelation function panel |
PLOTS=(TRACE AUTOCORR DENSITY) |
TDPanel |
Trace and density panel |
PLOTS=(TRACE DENSITY) |
TracePanel |
Trace panel |
PLOTS=TRACE |
TracePlot |
Trace plot |
PLOTS(UNPACK)=TRACE |