SAS - Hypothesis Test for Variance

sas_variance_test.sas

/*
Original Source: https://support.sas.com/kb/25/024.html
*/


%macro vartest(version,
                 data= _last_  ,
                  var=         ,
                alpha=  0.05   ,
                 var0=,
               sigma0=
              );

%if &version ne %then %put VARTEST macro Version 1.1;
%let opts = %sysfunc(getoption(notes))
            _last_=%sysfunc(getoption(_last_));
%if &data=_last_ %then %let data=&syslast;
options nonotes;

%if &sigma0=0 or &var0=0 %then %do;
  %put ERROR: The null hypothesis variance (VAR0=) or standard deviation;
  %put %str(      ) (SIGMA0=) must be greater than zero.;
  %goto exit;
%end;

proc summary data=&data;
  var &var;
  output out=_varn(keep=var n std) n=n var=var std=std;
run;

data _vartest;
  set _varn;
  df=n-1;
  %if &sigma0 ne %then %str(nullvar=&sigma0 * &sigma0;);
  %if &var0 ne %then %str(nullvar=&var0;);
  level=(1-&alpha)*100;
  call symput('level',trim(left(level)));
  %if &sigma0 ne or &var0 ne %then %do;
    chisq=((df)*(var))/nullvar;
    pvalue=1-probchi(chisq,df);
  %end;
  uclvar=df*var/cinv(&alpha/2,df); uclstd=sqrt(uclvar);
  lclvar=df*var/cinv(1-&alpha/2,df); lclstd=sqrt(lclvar);
  label var="Sample Variance" std="Sample Std Dev" 
        chisq="Chi-Square" pvalue="Prob>Chi-Square"
        level="Confidence Level (%)"
        uclvar="UCL for Variance" lclvar="LCL for Variance"
        uclstd="UCL for Std Dev" lclstd="LCL for Std Dev";
  drop df  %if &sigma0 ne or &var0 ne %then nullvar;  ;
run;

data _ci;
  set _vartest;
  stat="Variance"; estimate=var; lcl=lclvar; ucl=uclvar; output;
  stat="Std Dev";  estimate=std; lcl=lclstd; ucl=uclstd; output;
  label stat="Statistic"
        estimate="Estimate"
        lcl="Lower Confidence Limit"
        ucl="Upper Confidence Limit";
  run;

proc print data=_ci label noobs;
  var stat estimate lcl ucl;
  title "&level.% Confidence Intervals for Variance and Std Dev";
  run;

%if &sigma0 ne or &var0 ne %then %do;
proc print data=_vartest label noobs;
  var chisq pvalue;
  format pvalue 6.4;
  title  "&level.% Hypothesis Test for";
  title2;
 %if &var0 ne %then %do;
  title3 "H0: Variance(%upcase(&var)) = &var0";
  title4 "Ha: Variance(%upcase(&var)) > &var0";
 %end;
 %if &sigma0 ne %then %do;
  title3 "H0: StdDev(%upcase(&var)) = &sigma0";
  title4 "Ha: StdDev(%upcase(&var)) > &sigma0";
 %end;
run;
%end;

%exit:
title;
options &opts;
%mend;