The MCMC Procedure
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Overview
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Getting Started
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Syntax
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DetailsHow PROC MCMC WorksBlocking of ParametersSampling MethodsTuning the Proposal DistributionDirect SamplingConjugate SamplingInitial Values of the Markov ChainsAssignments of ParametersStandard DistributionsUsage of Multivariate DistributionsSpecifying a New DistributionUsing Density Functions in the Programming StatementsTruncation and CensoringSome Useful SAS FunctionsMatrix Functions in PROC MCMCCreate Design MatrixModeling Joint LikelihoodRegenerating Diagnostics PlotsCaterpillar PlotAutocall Macros for PostprocessingGamma and Inverse-Gamma DistributionsPosterior Predictive DistributionHandling of Missing DataFunctions of Random-Effects ParametersFloating Point Errors and OverflowsHandling Error MessagesComputational ResourcesDisplayed OutputODS Table NamesODS Graphics
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ExamplesSimulating Samples From a Known DensityBox-Cox TransformationLogistic Regression Model with a Diffuse PriorLogistic Regression Model with Jeffreys’ PriorPoisson RegressionNonlinear Poisson Regression ModelsLogistic Regression Random-Effects ModelNonlinear Poisson Regression Multilevel Random-Effects ModelMultivariate Normal Random-Effects ModelMissing at Random AnalysisNonignorably Missing Data (MNAR) AnalysisChange Point ModelsExponential and Weibull Survival AnalysisTime Independent Cox ModelTime Dependent Cox ModelPiecewise Exponential Frailty ModelNormal Regression with Interval CensoringConstrained AnalysisImplement a New Sampling AlgorithmUsing a Transformation to Improve MixingGelman-Rubin Diagnostics
- References
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, by specifying 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 59.48.
Table 59.48: Graphs Produced by PROC MCMC
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ODS Graph Name |
Plot Description |
Statement & Option |
|---|---|---|
|
ADPanel |
Autocorrelation function and density panel |
PLOTS=(AUTOCORR DENSITY) |
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AutocorrPanel |
Autocorrelation function panel |
PLOTS=AUTOCORR |
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AutocorrPlot |
Autocorrelation function plot |
PLOTS(UNPACK)=AUTOCORR |
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DensityPanel |
Density panel |
PLOTS=DENSITY |
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DensityPlot |
Density plot |
PLOTS(UNPACK)=DENSITY |
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TAPanel |
Trace and autocorrelation function panel |
PLOTS=(TRACE AUTOCORR) |
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TADPanel |
Trace, density, and autocorrelation function panel |
PLOTS=(TRACE AUTOCORR DENSITY) |
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TDPanel |
Trace and density panel |
PLOTS=(TRACE DENSITY) |
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TracePanel |
Trace panel |
PLOTS=TRACE |
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TracePlot |
Trace plot |
PLOTS(UNPACK)=TRACE |