The SURVEYPHREG Procedure

Confidence Intervals

By default, the SURVEYPHREG procedure computes t confidence limits for the estimated regression coefficients. Alternatively, you can specify DF=NONE in the MODEL statement to request standard normal confidence intervals. The t confidence interval for a linear combination bold l prime bold-italic beta of the regression coefficients is computed as

left-parenthesis bold l prime ModifyingAbove bold-italic beta With caret plus-or-minus t Subscript d f comma alpha slash 2 Baseline StartRoot bold l prime ModifyingAbove bold upper V With caret left-parenthesis ModifyingAbove bold-italic beta With caret right-parenthesis bold l EndRoot right-parenthesis

where t Subscript d f comma alpha slash 2 is the 100 left-parenthesis 1 minus alpha slash 2 right-parenthesis percentile point of the t distribution with df degrees of freedom. See the section Degrees of Freedom for more information about df. If you use the DF=NONE option in the MODEL statement, then the procedure uses the 100 left-parenthesis 1 minus alpha slash 2 right-parenthesis percentile point of the standard normal distribution.

Last updated: December 09, 2022