topic Re: To simulate a sample with Gibbs sampling in SAS/IML Software and Matrix Computations

To simulate a sample with Gibbs sampling

Yuliya — Mon, 05 Sep 2016 10:55:04 GMT

Hi,

I have f(X,Y) and would like to simulate a marginal f(x) with the Gibbs sampling where conditional distribution of X is Binomial and conditional distribution of Y is Beta.

Thank you for any ideas.

Regards,

Yuliya

Re: To simulate a sample with Gibbs sampling

Reeza — Mon, 05 Sep 2016 10:59:42 GMT

Please don't post the same question in multiple forums.

If you have access to it, check Rick Wicklins book on Simulation in SAS.

Re: To simulate a sample with Gibbs sampling

Rick_SAS — Mon, 05 Sep 2016 12:29:42 GMT

I would use PROC MCMC, which supports Gibbs sampling.

If you insist on using SAS/IML, there are several papers on the topic. Search lexjansen.com for

"Gibbs sampling" iml

and you will find several papers that can get you started.

Re: To simulate a sample with Gibbs sampling

Yuliya — Mon, 05 Sep 2016 18:50:31 GMT

Ok, sorry.

Thank you.

Regards,

Yuliya