X is a proportion (ranges from 0 to 1). When alpha is set to 1.96, it creates 95% confidence intervals (two-tail tests).
N is the number of cases.
%let Alpha=1.96;
X_STDERR =sqrt(((X*(1-X))/N));
X_CI95_lower =X-(X_STDERR*&alpha);
X_CI95_upper =X+(X_STDERR*&alpha);
REFERENCE