Dictionary of Options

The following entries provide detailed descriptions of options in the INTERVALS statement.

ALPHA=value-list

specifies values of $\alpha $, the probability or confidence associated with the interval. For example, the following statements tabulate the default intervals at probability or confidence levels of $\alpha = 0.05$, $\alpha = 0.10$, $\alpha = 0.15$, and $\alpha =0.20$:

proc capability data=steel;
   intervals width / alpha = 0.05 0.10 0.15 0.20;
run;

Note that some references use $\gamma = 1 - \alpha $ to denote probability or confidence levels. Values for the ALPHA= option must be between 0.00001 to 0.99999. By default, values of 0.01, 0.05, and 0.10 are used.

K=value-list

specifies values of k for prediction intervals. Default values of 1, 2, and 3 are used for the prediction interval for k future observations and for the prediction interval for the mean of k future observations. Default values of 2 and 3 are used for the prediction interval for the standard deviation of k future observations. The values must be integers.

METHODS=indices
METHOD=indices

specifies which intervals are computed. The indices can range from 1 to 6, and they correspond to the intervals described in Table 5.50.

Table 5.50: Intervals Computed for METHOD=Index

Index

Statistical Interval

1

approximate simultaneous prediction interval for k future observations

2

prediction interval for the mean of k future observations

3

approximate statistical tolerance interval that contains at least proportion p of the population

4

confidence interval for the population mean

5

prediction interval for the standard deviation of k future observations

6

confidence interval for the population standard deviation


For example, the following statements tabulate confidence limits for the population mean (METHOD=4) and confidence limits for the population standard deviation (METHOD=6):

proc capability data=steel;
   intervals width / methods=4 6;
run;

Formulas for the intervals are given in Methods for Computing Statistical Intervals. By default, the procedure computes all six intervals.

NOPRINT

suppresses the tables produced by default. This option is useful when you only want to save the interval information in an OUTINTERVALS= data set.

OUTINTERVALS=SAS-data-set
OUTINTERVAL=SAS-data-set
OUTINT=SAS-data-set

specifies an output SAS data set containing the intervals and related information. For example, the following statements create a data set named ints containing intervals for the variable width:

proc capability data=steel;
   intervals width / outintervals=ints;
run;

See OUTINTERVALS= Data Set for details.

P=value-list

specifies values of p for the tolerance intervals. These values must be between 0.00001 to 0.99999. Note that the P= option applies only to the tolerance intervals (METHODS=3). By default, values of 0.90, 0.95, and 0.99 are used.

TYPE=LOWER | UPPER | TWOSIDED

determines whether the intervals computed are one-sided lower, one-sided upper, or two-sided intervals, respectively. See Computing One-Sided Lower Prediction Limits for an example. The default interval type is TWOSIDED.