Online Program

Thursday, February 20
SC6 Practical Bayesian Computation Using SAS Thu, Feb 20, 8:00 AM - 12:00 PM
Bayshore VII

Outline & Objectives (302864)

Part I - Introduction to Bayesian statistics (30 to 40 minutes)

A. Concepts in Bayesian Methods
a. Motivations and Difference between Classical and Bayesian Inference
b. Estimation (point and interval)
c. Prior Distributions
B. Computational Methods
a. Markov Chain Monte Carlo
b. Metropolis and Gibbs Samplers
C. Convergence Diagnostics
a. Terminologies
b. Diagnostics Tests
c. Visualization
d. Assessing Simulation Variability
Part II - Bayesian Computation using SAS (1 hour)
A. Introduction
B. Procedures with Bayesian Capabilities
a. GENMOD
b. PHREG
c. LIFEREG
d. FMM
C. Statistical Models and Topics (not necessarily in these order)
a. Linear Regression
b. Generalized Linear Model
c. Cox Regression and Piecewise Exponential Model
d. Frailty Model
e. Finite Mixture Model
Part III - Additional Bayesian Topics
A. Primer on PROC MCMC
B. Statistical Topics (not necessarily in these order)
a. Inference on Functions of Paramete