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Analytics | Learn SAS | Programming Tips

Rick WicklinAugust 14, 2023 0

Bootstrap confidence intervals for the predicted mean in a regression model

In ordinary least squares regression, there is an explicit formula for the confidence limit of the predicted mean. That is, for any observed value of the explanatory variables, you can create a 95% confidence interval (CI) for the predicted response. This formula assumes that the model is correctly specified and

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Learn SAS | Programming Tips

Rick WicklinAugust 9, 2023 0

Plot confidence intervals for a regression model in SAS

A SAS programmer wanted to use PROC SGPLOT in SAS to visualize a regression model. The programmer wanted to visualize confidence limits for the predicted mean at certain values of the explanatory variable. This article shows two options for adding confidence limits to a scatter plot. You can use a

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Learn SAS | Programming Tips

Rick WicklinAugust 7, 2023 0

Construct an envelope function for the acceptance-rejection method

The acceptance-rejection method (sometimes called rejection sampling) is a method that enables you to generate a random sample from an arbitrary distribution by using only the probability density function (PDF). This is in contrast to the inverse CDF method, which uses the cumulative distribution function (CDF) to generate a random

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