Calcite | Level 5

How to calculate Confidence Interval for 10th percentile?

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?
9 REPLIES 9
Super User

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

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.

Super User

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

``````proc univariate data=sashelp.heart  cipctldf cipctlnormal ;
var weight;
run;``````
Opal | Level 21

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

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.

PG
Calcite | Level 5

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

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

Opal | Level 21

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

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

PG
Calcite | Level 5

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

I mean the limit value at 10th percentile.

Super User

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

@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?

Calcite | Level 5

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

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

Super User