As you noted, L95 gives the lower bound of an approximate 95% confidence interval for an individual prediction, which is a default regardless of what a confidence level given in the model. LCL is a general term depending on the ALPHA level specified in the model. Take an example of the code above. If you set the ALPHA as 0.05, the LCL is equivalent to L95 here. If you set ALPHA different to 0.05, LCL will give a lower bound at specified confidence level.
JingJu作者: shiyiming 时间: 2010-3-19 09:13 标题: Re: 关于PROC NLIN过程步的一个问题请教 不好意思,我用的是9.1版本,你说的options好像没有,难道是最新的9.2版本的options?作者: shiyiming 时间: 2010-3-19 21:04 标题: Re: 关于PROC NLIN过程步的一个问题请教 Indeed, it works on SAS 9.2. On the other hand, since output data set gives L95 and U95, and the t statistic is computable, probably the following formula is helpful for your question.
[list:144vhe7g]Let t_0.05 = t(n-p, 1-0.05/2), t_alpha = t(n-p, 1-alpha/2) , t statistic with df = n-p where n is the number of observations, and p is the number of parameters.
L_alpha = (t_alpha/t_0.05)*0.5*(L95-U95) +0.5*(L95+U95);[/list:u:144vhe7g]
Of note, please justify it before using the formula.
for P, if you have three paramters a, b, c . so P = 3 +1, the extra one is intercept.
I use the foregoing formula to check its validity in SAS 9.2. I don't think there is any problem. Just for reminding, the QUANTILE function is working on SAS 9.1? If not, you need to find a replacement.