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Non-parametric Tolerance Interval in SAS 9.2

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Non-parametric Tolerance Interval in SAS 9.2


Can someone help guide me on how to obtain a Tolerance Interval in SAS 9.2 for a distrbution free or non-parametric data set?  


Thank you,
Jeff S. O.

Trusted Advisor
Posts: 1,115

Re: Non-parametric Tolerance Interval in SAS 9.2

Hello Jeff,


There is a macro called TolLimit in the book Analysis of Clinical Trials Using SAS®: A Practical Guide which computes non-parametric two-sided and upper one-sided tolerance limits (using PROC RANK). I had never used it, but was curious and applied it to sample data from the classic reference Statistical Intervals: A Guide for Practitioners (Table 5.1, p. 80). I hoped it would confirm the two-sided distribution-free tolerance interval (actually one of two possible choices) presented in section 5.3.2 of this book. But it didn't: Only one of the two confidence limits matched. I haven't investigated the reason for this discrepancy.


Maybe the macro is useful to you anyway. It is available from the companion website of the SAS book mentioned above: (see "Example Code and Data"). It comes, however, with a license agreement which may or may not be acceptable to you.

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