Parameter Confidence Intervals
The parameter confidence intervals are computed using the Wald based
where stderri is the standard error of the ith
parameter and t(N - P, 0.05/2) is a t statistic with N - P degrees of
freedom, N is the number of observations, and P is the number of
The confidence intervals are only asymptotically valid.
Model Confidence Intervals
Model confidence intervals are output when an OUT= data set is specified
and one or more of the options L95M=, L95=, U95M=, or U95= is specified.
The values of these terms are
where and xi is the ith row of X. These results are derived for
linear systems. The intervals are approximate for nonlinear models.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.