Confidence Intervals

By default, the SURVEYPHREG procedure computes t confidence limits for the estimated regression coefficients. Alternatively, you can specify DF=NONE in the MODEL statement to request standard normal confidence intervals. The t confidence interval for a linear combination $\mb{l}’\bbeta $ of the regression coefficients is computed as

\[ \left( \mb{l}’ \hat{\bbeta } \pm t_{\mi{df},\alpha /2} \sqrt {\mb{l}’\hat{\mb{V}}(\hat{\bbeta })\mb{l}} \right) \]

where $t_{\mi{df},\alpha /2}$ is the $100(1-\alpha /2)$ percentile point of the t distribution with df degrees of freedom. See the section Degrees of Freedom for more information about df. If you use the DF=NONE option in the MODEL statement, then the procedure uses the $100(1-\alpha /2)$ percentile point of the standard normal distribution.