The CAPABILITY Procedure |
This section provides computational details for the descriptive statistics which are computed with the PROC CAPABILITY statement. These statistics can also be saved in the OUT= data set by specifying the keywords listed in Table 5.48 in the OUTPUT statement.
Standard algorithms (Fisher 1973) are used to compute the moment statistics. The computational methods used by the CAPABILITY procedure are consistent with those used by other SAS procedures for calculating descriptive statistics. For details on statistics also calculated by Base SAS software, see SAS Language Reference: Dictionary.
The following sections give specific details on several statistics calculated by the CAPABILITY procedure.
The sample mean is calculated as
where is the number of nonmissing values for a variable, is the th value of the variable, and is the weight associated with the th value of the variable. If there is no WEIGHT= variable, the formula reduces to .
The sum is calculated as , where is the number of nonmissing values for a variable, is the th value of the variable, and is the weight associated with the th value of the variable. If there is no WEIGHT= variable, the formula reduces to .
The sum of the weights is calculated as , where is the number of nonmissing values for a variable and is the weight associated with the th value of the variable. If there is no WEIGHT= variable, the sum of the weights is .
The variance is calculated as
where is the number of nonmissing values for a variable, is the th value of the variable, is the weighted mean, is the weight associated with the th value of the variable, and is the divisor controlled by the VARDEF= option in the PROC CAPABILITY statement. If there is no WEIGHT= variable, the formula reduces to
The standard deviation is calculated as
where is the number of nonmissing values for a variable, is the th value of the variable, is the weighted mean, is the weight associated with the th value of the variable, and is the divisor controlled by the VARDEF= option in the PROC CAPABILITY statement. If there is no WEIGHT= variable, the formula reduces to
The sample skewness is calculated as
where is the number of nonmissing values for a variable and must be greater than 2, is the th value of the variable, is the sample average, and is the sample standard deviation.
The sample skewness can be positive or negative; it measures the asymmetry of the data distribution and estimates the theoretical skewness , where and are the second and third central moments. Observations that are normally distributed should have a skewness near zero.
The sample kurtosis is calculated as
where . The sample kurtosis measures the heaviness of the tails of the data distribution. It estimates the adjusted theoretical kurtosis denoted as , where , and is the fourth central moment. Observations that are normally distributed should have a kurtosis near zero.
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