The SURVEYMEANS Procedure

Confidence Limits for the Mean

If you specify the keyword CLM, the procedure computes two-sided confidence limits for the mean. Also, the procedure includes the confidence limits by default if you do not specify any statistic-keywords in the PROC SURVEYMEANS statement.

The confidence coefficient is determined by the value of the ALPHA= option, which by default equals 0.05 and produces 95% confidence limits. The confidence limits are computed as

$\widehat{\bar{Y}} \pm \mbox{StdErr}(\widehat{{\bar{Y}}})~ t_{\mi {df},\, \, \alpha /2}$

where $\widehat{\bar{Y}}$ is the estimate of the mean, $\mbox{StdErr}(\widehat{{\bar{Y}}})$ is the standard error of the mean, and $t_{\mi {df},\, \, \alpha /2}$ is the $100(1-\alpha /2)$ percentile of the t distribution with df calculated as in the section t Test for the Mean.

If you specify the keyword UCLM, the procedure computes the one-sided upper $100(1-\alpha )$ % confidence limit for the mean:

$\widehat{\bar{Y}} + \mbox{StdErr}(\widehat{{\bar{Y}}})~ t_{\mi {df},\, \, \alpha }$

If you specify the keyword LCLM, the procedure computes the one-sided lower $100(1-\alpha )$ % confidence limit for the mean:

$\widehat{\bar{Y}} - \mbox{StdErr}(\widehat{{\bar{Y}}})~ t_{\mi {df},\, \, \alpha }$