Saturday, November 24, 2007

Quick lesson: how does SAS calculate confidence intervals?

Occasionally, I'll go through the referrals to this site. One referral I found was "how does SAS calculate confidence intervals." Here's a brief explanation.

1. What kind of confidence intervals are you talking about? Regression coefficients, sample means, sample variances, prediction intervals, differences of sample means, ratios?
2. Once you've got that figured out, go to the SAS manual. If you have SAS, it's in the help online. Otherwise, you can probably find it on the web. Go to the documentation for the right procedure (depends on what confidence interval you are calculating). In there, there is a section on details and computational considerations. In those sections SAS details the statistical theory they use for all of their procedures as well as any methods they use to make the procedure more efficient. If that isn't enough, they give copious references.

Back to work for me.