/* Example 4.3.3------Fixed width confidence region */
proc iml;
s={294.7    -.6  -32.57,
     -.6  .0013    .073,
  -32.57   .073    4.23};
xb={441.16  .13   -3.36};
p=3;k=3; a=0.05;
d1=10; d2=0.01; d3=1;
zasq=probit(1-a/(2*k))**2;
xa=cinv(1-0.05,p);
n1=za*s[1,1]/d1**2;
n2=za*s[2,2]/d2**2;
n3=za*s[3,3]/d3**2;
print zasq xa, n1 n2 n3 ;
quit;
                 ZASQ            XA
            5.7311393    7.8147279
             N1          N2          N3
      16.889667   74.504811   24.242719