* The Optimal Bandwidth Function for the Computation of the Upper Quantile Reference Limits;



ods listing close;

%macro bandwidth(dataset,gamma,p,outdata);

    data _null_;

        set &dataset nobs=m;

        call symput("n",m);

        run;



    %GlobalQSmooth(dataset=&dataset,grid=grid100,gamma=&gamma,

    p=&p,outdata=q1);

    %GlobalQSmooth(dataset=&dataset,grid=grid100,gamma=probnorm(1),

    p=&p,outdata=q2);

    %GlobalQSmooth(dataset=&dataset,grid=grid100,gamma=0.5,

    p=&p,outdata=q3);



    data q1;

        set q1;

        keep x secder;

    data q2;

        set q2;

        qprob1=poly;

        keep x qprob1;

    data q3;

        set q3;

        median=poly;

        keep x median;

    proc kde data=&dataset ngrid=101 gridl=10 gridu=60 out=margdens;

        var x;

    proc sort data=margdens;

        by x;

    data comb;

        merge q1 q2 q3 margdens;				

        by x;

    data &outdata;

        set comb;

        dens=pdf("normal",probit(&gamma))/(qprob1-median);

        denom=3.546*&n*density*secder*secder*dens*dens;

        h=(&gamma*(1-&gamma)/denom)**0.2;

%mend bandwidth;