topic Re: Proc univariate basicintervals differ from confidence interval calulated via proc sql in Statistical Procedures

Proc univariate basicintervals differ from confidence interval calulated via proc sql

JoakimE — Mon, 18 Oct 2021 10:48:22 GMT

Hi,

My aim to calculate the normal 95% confidence interval for specific variable 'CHG'. I know this is possible via proc univariate or via using the formula directly in proc sql. The two methods should yield identical results, but alas, they do not.

When I run the following code:

proc sql;
select
mean(CHG)+(probit(0.025)*std(CHG)/sqrt(count(CHG))) as Upper_CI,
mean(CHG)-(probit(0.025)*std(CHG)/sqrt(count(CHG))) as Lower_CI
from example_data;
quit;

it does not give the same result as

ods output BasicIntervals = work.CONFINT;
proc univariate data=example_data cibasic;
var CHG;
run;
ods output close;

The CIs calculated in the sql are somewhat narrower (not much, but noticeable in the second decimal for the data I've used). Can anyone shed light on what is causing the two methods to differ?

Any assistance would be much appreciated.

Re: Proc univariate basicintervals differ from confidence interval calulated via proc sql

Rick_SAS — Mon, 18 Oct 2021 10:51:47 GMT

PROC UNIVARIATE uses a t statistic, not a z score. The t statistic is the better choice, so your manual formula should use the QUANTILE function for the t distribution and n-1 degrees of freedom:

QUANTILE("t", 1-alpha/2, n-1).

Re: Proc univariate basicintervals differ from confidence interval calulated via proc sql

JoakimE — Tue, 26 Oct 2021 12:12:45 GMT

Ah, yes of course! Now the two methods matches perfectly. Thanks Rick - you have increased my statistical understanding 🙂