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Usage Note 62247: PROC SURVEYMEANS domain quantile standard errors differ from previous SAS® releases

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Beginning in SAS® 9.4 TS1M3 (SAS/STAT 14.1), PROC SURVEYMEANS uses a new default method for obtaining variance estimates for quantiles when VARMETHOD=BRR or VARMETHOD=JK. Because of this change, quantile standard errors can be different from those computed using an earlier release.

The previous naïve replication variance estimate for a quantile is obtained by applying replication methods directly to the quantile. To improve the performance, a smoothing method is used to modify the quantile estimates for each replicate before using the naïve variance estimate.

You can specify the method-option NAIVEQVAR to reproduce the variance estimates obtained from an earlier release. Specify the option in parentheses following the method, such as VARMETHOD=BRR(NAIVEQVAR) or VARMETHOD=JK(NAIVEQVAR).

For details about both the naïve and improved variance computations, see Statistical Computations in the Details section of the PROC SURVEYMEANS documentation in the SAS/STAT User’s Guide.



Operating System and Release Information

Product FamilyProductSystemSAS Release
ReportedFixed*
SAS SystemSAS/STATMicrosoft Windows Server 2008 for x64
Microsoft Windows Server 2008 R2
Microsoft Windows Server 2008
Microsoft Windows Server 2003 for x64
Microsoft Windows Server 2003 Standard Edition
Microsoft Windows Server 2003 Enterprise Edition
Microsoft Windows Server 2003 Datacenter Edition
Microsoft Windows NT Workstation
Microsoft Windows 2000 Professional
Microsoft Windows 2000 Server
Microsoft Windows 2000 Datacenter Server
Microsoft Windows 2000 Advanced Server
Microsoft Windows 95/98
Microsoft Windows 10
Microsoft Windows 8.1 Pro x64
Microsoft Windows 8.1 Pro 32-bit
Microsoft Windows 8.1 Enterprise x64
Microsoft Windows 8.1 Enterprise 32-bit
Microsoft Windows 8 Pro x64
Microsoft Windows 8 Pro 32-bit
Microsoft Windows 8 Enterprise x64
Microsoft Windows 8 Enterprise 32-bit
OS/2
Microsoft® Windows® for x64
Microsoft Windows XP 64-bit Edition
Microsoft Windows Server 2003 Enterprise 64-bit Edition
Microsoft Windows Server 2003 Datacenter 64-bit Edition
Microsoft® Windows® for 64-Bit Itanium-based Systems
OpenVMS VAX
z/OS 64-bit
z/OS
Microsoft Windows Server 2012 Datacenter
Microsoft Windows Server 2012 R2 Datacenter
Microsoft Windows Server 2012 R2 Std
Microsoft Windows Server 2012 Std
Microsoft Windows Server 2016
Microsoft Windows XP Professional
Windows 7 Enterprise 32 bit
Windows 7 Enterprise x64
Windows 7 Home Premium 32 bit
Windows 7 Home Premium x64
Windows 7 Professional 32 bit
Windows 7 Professional x64
Windows 7 Ultimate 32 bit
Windows 7 Ultimate x64
Windows Millennium Edition (Me)
Windows Vista
Windows Vista for x64
64-bit Enabled AIX
64-bit Enabled HP-UX
64-bit Enabled Solaris
ABI+ for Intel Architecture
AIX
HP-UX
HP-UX IPF
IRIX
Linux
Linux for x64
Linux on Itanium
OpenVMS Alpha
OpenVMS on HP Integrity
Solaris
Solaris for x64
Tru64 UNIX
* For software releases that are not yet generally available, the Fixed Release is the software release in which the problem is planned to be fixed.