Date:         Wed, 31 Jan 2001 08:16:16 -0500
Reply-To:     ahutson@BIOSTAT.UFL.EDU
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Alan Hutson <ahutson@BIOSTAT.UFL.EDU>
Organization: University of Florida, Dept. of Statistics
Subject:      Re: Confidence intervals around a median
Comments: To: Andrew Dixon <adixon@DOH.HEALTH.NSW.GOV.AU>
Content-Type: multipart/mixed;

I attached a program that does quantiles in
general.  the median is the example given

Andrew Dixon wrote:
>
> Hi all,
> How do I get SAS to return a median and put 95% confidence intervals around it?
> Cheers,
> Andrew
>
> **************************************
>
> Andrew Dixon
> Health Statistician
> Public Health Unit
> Central Coast Health
> PO Box 361
> GOSFORD
> NSW  2250
> Ph:  0243 494845
> Fax: 0243 494850
options ls=65;


data datax;
input x @@;
cards;
3.5 2.4 2.1 1.3 1.2 2.2 2.6 4.2
;

proc means noprint;
var x;
output out=size n=n;


%macro quantci(quantile, alpha);

data interval;set size;
p=(n+1)*&quantile;
q=(n+1)*(1-&quantile);

 lower=100*betainv(&alpha/2,p,q);
 upper=100*betainv(1-&alpha/2,p,q);
 percent=100*&quantile;
call symput('lll',lower);
call symput('ppp',percent);
call symput('uuu',upper);


proc univariate noprint pctldef=4 data=datax;
var x;
output out=quantile pctlpts=&ppp &lll &uuu pctlpre=p;


proc print;
title1 "Quantile=&quantile";
title2 "Alpha=&alpha";
title3 "quantile, lower and upper bound";

%mend;
%quantci(2/4,.05);




/* reference
Hutson, A. D. (1999)
Calculating Nonparametric Confidence Intervals for Quantiles
Using Fractional Order Statistics.  {\em Journal of Applied
Statistics}, {\bf 26} 343-353.
*/