Model Confidence Intervals
Model confidence intervals are output when an OUT= data set is specified and one or more of the keywords LCLM, UCLM, LCL, UCL, L95M=, U95M=, L95=, and U95= is specified. The expressions for these terms are as follows:
where
is the leverage,
, and
is the
th row of
. These results are derived for linear systems. The intervals are approximate for nonlinear models. The value
in the preceding formulas for LCLM, UCLM, LCL, and UCL can be set with the ALPHA= option in the PROC NLIN statement or with the ALPHA= option in the OUTPUT statement. If both ALPHA= options are specified, the option in the OUTPUT takes precedence.
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