95%CI for Cronbach's alpha coefficient with SAS

Dear SAS-Lers,

I've been asked to compute the 95%CI for Cronbach alpha coefficient
based on a specific reference. ok, no problem excepted that SAS does
not support it and this is the only program I can use.

The reference is: JM Van Zyl et al., "On the distribution of the
maximum-likelihood estimator of conbach's alpha", biometrika, vol 65
(3):271-80, 2000.

This paper is really tricky and I cannot figure out a SAS code for
computing it. I guess it may require SAS/IML langage, which I don't
know at all.

An on-line SAS sample code does exist that computes several 95%CI,
based on several references (but not "mine"). The code is complex and
written in SAS/IML.

Has anyone ever developed such a code ? Any clue for me ?

Another question I am asking to myself is: What if the distributional
validity assumptions are not met ? Is it worth it to calculate this
CI ? Eg: If you had to calculate a 95%CI of a mean on any continuous
variable for which you know that it is not normal. What value could
have this 95% CI ?

Thanks.

Catherine.
.

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