MODEL Statement

The CATMOD Procedure

MODEL Statement

The following options have been added to the MODEL statement.

ALPHA=value

sets the significance level for the Wald confidence intervals for parameter estimates. The value must be between 0 and 1. The default value of 0.05 results in the calculation of a 95% confidence interval. This option has no effect unless the CLPARM option is also specified.

CLPARM

produces Wald confidence limits for the parameter estimates. The confidence coefficient can be specified with the ALPHA= option.

The $100(1-\alpha)\%$ Wald confidence interval for a parameter $\beta$ is defined as

$\hat{\beta} +- z_{1-\alpha/2}\hat{\sigma}$

where z_p is the 100pth percentile of the standard normal distribution, $\hat{\beta}$ is the parameter estimate, and $\hat{\sigma}$ is the estimate of its standard error.

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