Hi,
I have two questions regarding the use of PROC TRAJ.
The first is, does anyone know how to output test results (i.e., t-statistic, p-value, and confidence intervals) for the parameters using PROC TRAJ? Currently, OUTEST statement only gives me point estimates, standard errors and covariances. I wonder if I can simply use estimate/SE to get the t-statistic & p-values.
Second, this paper from the developer of PROC TRAJ mentioned how they got confidence intervals for group membership probabilities (Page 5-Extension 1). However, the statement they use (i.e., CI95M) only gives me CIs for each time point (i.e., Lambda), but not for overall group membership probabilities (i.e., Pi). Does anyone also have this issue and know how to resolve it?
Thanks!!