Beginning in SAS^® 9.4 TS1M3 (SAS/STAT 14.1), PROC SURVEYMEANS uses a new default method for obtaining variance estimates for quantiles when VARMETHOD=BRR or VARMETHOD=JK. Because of this change, quantile standard errors can be different from those computed using an earlier release.

The previous naïve replication variance estimate for a quantile is obtained by applying replication methods directly to the quantile. To improve the performance, a smoothing method is used to modify the quantile estimates for each replicate before using the naïve variance estimate.

You can specify the method-option NAIVEQVAR to reproduce the variance estimates obtained from an earlier release. Specify the option in parentheses following the method, such as VARMETHOD=BRR(NAIVEQVAR) or VARMETHOD=JK(NAIVEQVAR).

For details about both the naïve and improved variance computations, see Statistical Computations in the Details section of the PROC SURVEYMEANS documentation in the SAS/STAT User’s Guide.