topic Re: How to calculate Confidence Interval for 10th percentile? in Statistical Procedures

How to calculate Confidence Interval for 10th percentile?

Quyhuynh — Sat, 16 Mar 2019 16:14:36 GMT

Hello all,
Based on time-to-event ADaM dataset, I have to output CI for 10th, 25th and 50th percentiles. In PROC LIFETEST, we can easily get 25th & 50th, but not 10th.
Does anyone know how to calculate CI for 10th percentile manually?

Re: How to calculate Confidence Interval for 10th percentile?

Reeza — Sat, 16 Mar 2019 17:12:08 GMT

You can get that information from the OUTSURV data set. I believe you take the value just above the percentile you're looking for, since it's a step type curve.

Re: How to calculate Confidence Interval for 10th percentile?

Ksharp — Sun, 17 Mar 2019 11:35:07 GMT

proc univariate data=sashelp.heart  cipctldf cipctlnormal ;
var weight;
run;

Re: How to calculate Confidence Interval for 10th percentile?

PGStats — Sun, 17 Mar 2019 22:04:31 GMT

Note that if your data contains censored values you should be using a proc that will take that fact into account.

Proc quantlife is a good choice:

data heart;
set sashelp.heart;
ageAtDeathCensored = ageAtDeath;
if missing(ageAtDeathCensored) then do;
    ageAtDeathCensored = AgeAtStart;
    censored = 1;
    end;
else censored = 0;
run;

proc quantlife data=heart method=na ;
model ageAtDeathCensored*censored(1) = / quantile=(0.1);
run;

                 Summary of the Number of Event and Censored Values

                                                         Percent
                       Total       Event    Censored    Censored

                        5209        1991        3218       61.78


                                 Parameter Estimates

                                     Standard    95% Confidence
Quantile  Parameter    DF  Estimate     Error        Limits        t Value  Pr > |t|

  0.1000  Intercept     1   57.7854    0.4854   56.8341   58.7367   119.06    <.0001

Note that proc quantlife can also handle regressors.

Re: How to calculate Confidence Interval for 10th percentile?

Quyhuynh — Mon, 18 Mar 2019 01:18:40 GMT

I am sorry. I have written wrong request. Actually I need an estimated value and its lower and upper limit for 10th.

Re: How to calculate Confidence Interval for 10th percentile?

PGStats — Mon, 18 Mar 2019 03:39:13 GMT

Above example shows how to get the 10th survival percentile estimate and confidence limits. You want to estimate something else?

Re: How to calculate Confidence Interval for 10th percentile?

Quyhuynh — Mon, 18 Mar 2019 04:37:21 GMT

I mean the limit value at 10th percentile.

Re: How to calculate Confidence Interval for 10th percentile?

Reeza — Tue, 19 Mar 2019 02:21:59 GMT

@Quyhuynh wrote:

I mean the limit value at 10th percentile.

Did you try the QUANTLIFE approach? What values did you get and what are you expecting?

Re: How to calculate Confidence Interval for 10th percentile?

Quyhuynh — Tue, 19 Mar 2019 15:01:43 GMT

I figured it out. Thank you all for your kind help.

Re: How to calculate Confidence Interval for 10th percentile?

Reeza — Wed, 20 Mar 2019 02:16:11 GMT

Please post the correct answer for future users and people who were trying to answer your question.