## Confidence Intervals

*Parameter Confidence Intervals*

The parameter confidence intervals are computed using the Wald based
formula:

where *stderr*_{i} is the standard error of the *i*^{th}
parameter and *t*(*N* - *P*, 0.05/2) is a *t* statistic with *N* - *P* degrees of
freedom, *N* is the number of observations, and *P* is the number of
parameters.
The confidence intervals are only asymptotically valid.
*Model Confidence Intervals*

Model confidence intervals are output when an OUT= data set is specified
and one or more of the options L95M=, L95=, U95M=, or U95= is specified.
The values of these terms are

where and *x*_{i} is the *i*th row of **X**. These results are derived for
linear systems. The intervals are approximate for nonlinear models.

Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.