The UNIVARIATE Procedure
- Overview
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Getting Started
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Syntax
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DetailsMissing ValuesRoundingDescriptive StatisticsCalculating the ModeCalculating PercentilesTests for LocationConfidence Limits for Parameters of the Normal DistributionRobust EstimatorsCreating Line Printer PlotsCreating High-Resolution GraphicsUsing the CLASS Statement to Create Comparative PlotsPositioning InsetsFormulas for Fitted Continuous DistributionsGoodness-of-Fit TestsKernel Density EstimatesConstruction of Quantile-Quantile and Probability PlotsInterpretation of Quantile-Quantile and Probability PlotsDistributions for Probability and Q-Q PlotsEstimating Shape Parameters Using Q-Q PlotsEstimating Location and Scale Parameters Using Q-Q PlotsEstimating Percentiles Using Q-Q PlotsInput Data SetsOUT= Output Data Set in the OUTPUT StatementOUTHISTOGRAM= Output Data SetOUTKERNEL= Output Data SetOUTTABLE= Output Data SetTables for Summary StatisticsODS Table NamesODS Tables for Fitted DistributionsODS GraphicsComputational Resources
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ExamplesComputing Descriptive Statistics for Multiple VariablesCalculating ModesIdentifying Extreme Observations and Extreme ValuesCreating a Frequency TableCreating Basic Summary PlotsAnalyzing a Data Set With a FREQ VariableSaving Summary Statistics in an OUT= Output Data SetSaving Percentiles in an Output Data SetComputing Confidence Limits for the Mean, Standard Deviation, and VarianceComputing Confidence Limits for Quantiles and PercentilesComputing Robust EstimatesTesting for LocationPerforming a Sign Test Using Paired DataCreating a HistogramCreating a One-Way Comparative HistogramCreating a Two-Way Comparative HistogramAdding Insets with Descriptive StatisticsBinning a HistogramAdding a Normal Curve to a HistogramAdding Fitted Normal Curves to a Comparative HistogramFitting a Beta CurveFitting Lognormal, Weibull, and Gamma CurvesComputing Kernel Density EstimatesFitting a Three-Parameter Lognormal CurveAnnotating a Folded Normal CurveCreating Lognormal Probability PlotsCreating a Histogram to Display Lognormal FitCreating a Normal Quantile PlotAdding a Distribution Reference LineInterpreting a Normal Quantile PlotEstimating Three Parameters from Lognormal Quantile PlotsEstimating Percentiles from Lognormal Quantile PlotsEstimating Parameters from Lognormal Quantile PlotsComparing Weibull Quantile PlotsCreating a Cumulative Distribution PlotCreating a P-P Plot
- References
Example 4.33 Estimating Parameters from Lognormal Quantile Plots
This example, which is a continuation of Example 4.31, demonstrates techniques for estimating the shape, location, and scale parameters, and the theoretical percentiles for a two-parameter lognormal distribution.
If the threshold parameter is known, you can construct a two-parameter lognormal Q-Q plot by subtracting the threshold from the data values and making a normal Q-Q plot of the log-transformed differences, as illustrated in the following statements:
data ModifiedMeasures; set Measures; LogDiameter = log(Diameter-5); label LogDiameter = 'log(Diameter-5)'; run;
title 'Two-Parameter Lognormal Q-Q Plot for Diameters';
proc univariate data=ModifiedMeasures noprint;
qqplot LogDiameter / normal(mu=est sigma=est)
square
odstitle = title;
inset n mean (5.3) std (5.3) /
pos = nw header = 'Summary Statistics';
run;
Output 4.33.1: Two-Parameter Lognormal Q-Q Plot for Diameters
Because the point pattern in Output 4.33.1 is linear, you can estimate the lognormal parameters and as the normal plot estimates of and , which are –0.99 and 0.51. These values correspond to the previous estimates of –0.92 for and 0.5 for from Example 4.31. A sample program for this example, uniex18.sas, is available in the SAS Sample Library for Base SAS software.