EXACT Statement
- EXACT statistic-options < / computation-options >
;
The EXACT statement requests exact tests for the specified
statistics. Optionally, PROC NPAR1WAY computes Monte Carlo
estimates of the exact p-values. The statistic-options
specify the statistics for which to provide exact tests, and the
computation-options specify options for the computation of
exact statistics.
Caution: For some large problems, computation of exact tests
may require a large amount of time and memory.
Consider using asymptotic tests for such problems.
Alternatively, when asymptotic methods may not be sufficient for
such large problems, consider using Monte Carlo estimation of
exact p-values.
See the section "Computational Resources" for more information.
Statistic-Options
The statistic-options specify the statistics for which
to provide exact tests.
Exact p-values are available for all nonparametric
tests of location and scale differences produced by PROC NPAR1WAY.
These include tests based on the following scores: Wilcoxon,
median, Van der Waerden, Savage, Siegel-Tukey, Ansari-Bradley,
Klotz, and Mood scores. Additionally, exact p-values are available
for tests using the raw input data as scores. The procedure computes
exact p-values when the data are classified into two levels
(two-sample tests) and when the data are classified into more than
two levels (multisample tests). Two-sample tests are based on
simple linear rank statistics. Multisample tests are based on
one-way ANOVA statistics. See the section "Exact Tests" for details.
Table 47.3 lists
the available statistic-options and the exact tests
computed. The option names are identical to the
corresponding options in the PROC NPAR1WAY statement and the
OUTPUT statement.
If you list no statistic-options in the EXACT statement, then
PROC NPAR1WAY computes exact p-values for all the
tests of location and scale differences requested in the PROC
NPAR1WAY statement.
Table 47.3: EXACT Statement Statistic-Options
|
Option
|
Exact Tests Computed
|
| AB | Ansari-Bradley Test |
| KLOTZ | Klotz Test |
| MEDIAN | Median Test |
| MOOD | Mood Test |
| SAVAGE | Savage Test |
| SCORES=DATA | Test Using Raw Data as Scores |
| ST | Siegel-Tukey Test |
| WILCOXON | Wilcoxon Test for Two-Sample Data |
| | Kruskal-Wallis Test for Multisample Data |
| VW | Van der Waerden Test |
Computation-Options
The computation-options specify options for computation
of exact statistics. You can specify the following computation-options
in the EXACT statement.
- ALPHA=
-
specifies the confidence level for the confidence
limits for the Monte Carlo p-value estimates.
The value of the ALPHA= option must be between 0.0001
and 0.9999; the default is 0.01. A confidence
level of results in
%
confidence limits. The default of ALPHA=0.01 results
in 99 percent confidence limits. If is
between 0 and 1 but is outside the range of 0.0001 to
0.9999, PROC NPAR1WAY uses the closest range endpoint.
For example, if you specify ALPHA=0.000001, PROC
NPAR1WAY uses 0.0001 to determine confidence limits.
The ALPHA= option invokes the MC option.
- MAXTIME=value
-
specifies the maximum clock time (in seconds) that PROC NPAR1WAY can use
to compute an exact p-value. If the procedure does not
complete the computation within the specified time, the computation
terminates.
The value of the MAXTIME= option must be a positive number.
The MAXTIME= option is valid for Monte Carlo estimation of exact
p-values, as well as for direct exact p-value computation.
See the section "Computational Resources" for more information.
- MC
-
requests Monte Carlo estimation of exact p-values, instead of
direct exact p-value computation.
The ALPHA=, N=, or SEED= option also invokes the MC option.
The MC option is available for all the EXACT statement statistic-options.
Monte Carlo estimation can be useful for large problems
that require a great amount of time and memory for exact computations
but for which asymptotic approximations may not be sufficient.
See the section "Monte Carlo Estimation"
for more information.
- N=n
-
specifies the number of samples for Monte Carlo estimation.
The value of the N= option must be a positive integer, and the default is
10000 samples. Larger values
of n produce more precise estimates of exact p-values.
Because larger values of n generate more samples, the computation
time increases. The N= option invokes the MC option.
- SEED=number
-
specifies the initial seed for random number generation for
Monte Carlo estimation. The value of the SEED= option must be a positive
integer. If you do not specify the SEED= option, PROC NPAR1WAY uses the time
of day from the computer's clock to obtain the initial seed.
The SEED= option invokes the MC option.
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.
