Syntax
The syntax for the PROBPLOT statement is as follows:
- PROBPLOT<variables >
< / options >;
You can specify the keyword PROB as an alias for
PROBPLOT, and you can use any number of PROBPLOT
statements in the CAPABILITY procedure. The
components of the PROBPLOT statement are described as follows.
- variables
- are the process variables for which to create probability
plots. If you specify a VAR statement, the
variables must also be listed in the VAR statement.
Otherwise, the variables can be any numeric
variables in the input data set. If you do not specify
a list of variables, then by default the procedure
creates a probability plot for each variable listed in the
VAR statement, or for each numeric variable in the DATA=
data set if you do not specify a VAR statement. For example,
each of the following PROBPLOT statements produces
two probability plots, one for LENGTH and one for WIDTH:
proc capability data=measures;
var length width;
probplot;
run;
proc capability data=measures;
probplot length width;
run;
- options
- specify the theoretical distribution for the plot or
add features to the plot. If you specify more than one
variable, the options apply equally to each variable.
Specify all options after the slash (/) in the
PROBPLOT statement. You can specify only one option
naming the distribution in each PROBPLOT statement, but
you can specify any number of other options. The
distributions available are the beta, exponential,
gamma, lognormal, normal, two-parameter Weibull, and
three-parameter Weibull. By default, the procedure
produces a plot for the normal distribution.
In the
following example, the NORMAL option requests a normal
probability plot for each variable, while the
MU= and SIGMA= normal-options request a
distribution reference line corresponding to the normal
distribution with and .
The SQUARE option displays the plot in a square frame,
and the CTEXT= option specifies the text color.
proc capability data=measures;
probplot length1 length2 / normal(mu=10 sigma=0.3)
square
ctext=blue;
run;
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.