The MCMC Procedure
Details: MCMC Procedure
- How PROC MCMC Works
- Blocking of Parameters
- Sampling Methods
- Tuning the Proposal Distribution
- Direct Sampling
- 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
- Access Lag and Lead Variables
- CALL ODE and CALL QUAD Subroutines
- Regenerating Diagnostics Plots
- Caterpillar Plot
- Autocall Macros for Postprocessing
- Gamma and Inverse-Gamma Distributions
- Posterior Predictive Distribution
- Handling of Missing Data
- Functions of Random-Effects Parameters
- Spatial Prior
- Floating Point Errors and Overflows
- Handling Error Messages
- Computational Resources
- Displayed Output
- ODS Table Names
- ODS Graphics
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