DATA covprob;
p = .5;
q = 1-p;
z=abs(probit(.025));
zz=z*z;
do n = 10 to 500;
w = zz / (2 * n);
rad = sqrt(2*w*p*q + w*w);
rt = (p + w + rad)/(1 +2*w);
lt = (p + w - rad)/(1 +2*w);
nhat_rt = floor(n*rt);
nhat_lt = ceil(n*lt - 1);
ncurl_rt = floor((n+4)*rt - 2);
ncurl_lt = ceil((n+4)*lt - 3);
p1 = probbnml(p, n, nhat_lt);
p2 = probbnml(p, n, nhat_rt);
cv_hat = p2 - p1;
p3 = probbnml(p, n, ncurl_lt);
p4 = probbnml(p, n, ncurl_rt);
cv_curl = p4 - p3;
output;
end;
keep n cv_hat cv_curl;
run;
PROC plot data = covprob;
plot cv_hat*n = '^';
plot cv_curl*n = '~';
run;
quit;
In what context? Is there a specific part you don't understand?
Are you looking for an explanation of a specific line?
Where did you find this code and what are you trying to do with it?
It looks like some sort of power analysis for (binomial) proportions. But why reverse engineer this undocumented code? Understand the problem and write your own. And document it!
If it is power analysis it's likely proc power would likely be a better implementation as well 🙂
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