Examining Correlation in Data:                                   Fall 1992
                       Use PROC CORR
    SAS Primer
Examining Correlation in Data:  Use PROC CORR

PROC CORR calculates correlation coefficients between variables.  The
procedure by default calculates Pearson product-moment correlation and
significance probabilities.  This is all that will be covered here.
Check with the SAS manuals at your computing site for information on
the options used with PROC CORR to calculate nonparametric statistics
measuring association and partial correlation.

The following statements are used to invoke the CORR
procedure

PROC CORR [DATA=setname ];
Invokes PROC CORR and optionally specifies the name of the data set to
be processed.

[VAR variables ];
Lists the variables to be correlated.

[WITH variables] ;
Specifies specific combinations of variables to be correlated.
Variables in the VAR statement define the columns of the correlation
table results and variables in the WITH statement define the rows of
the correlation table results.  If WITH is omitted, VAR defines both
rows and columns.

[BY variables ];
Processes the data set in groups of observations defined by the
variables in the BY statement.




For example, the following SAS code:

PROC CORR DATA=SET1;
    VAR A B;
    WITH X Y Z;

produces correlation coefficients for the following pairs of
variables: A and X, A and Y, A and Z, B and X, B and Y, B and Z.

Example:  Calculating Pairwise correlation

Calculate the Pearson Product-Moment Correlation for all pairwise
combinations of yield, ph and temp from the chemical reaction data set
from the example on "Reading Values into a Data Set".

SAS SOLUTION:

options pagesize=50;
data react;
   input yield ph temp @@;
   psq=ph**2; tsq=temp**2;
   pt=ph*temp;
   cards;
90 5 60 100 5 80 95 5 100 105 5.5 80 100 6 60 130 6 80
125 6 100 140 6.5 80 135 7 60 142 7 80 126 7 100
;
proc corr;
   var yield ph temp;
   run;

SAS OUTPUT:

%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%

                             Correlation Analysis

                  3 'VAR' Variables:  YIELD    PH       TEMP


                              Simple Statistics

  Variable          N       Mean    Std Dev        Sum
Minimum    Maximum

  YIELD            11   117.0909    19.3052       1288
90.0000   142.0000
  PH               11     6.0000     0.8062    66.0000
5.0000     7.0000
  TEMP             11    80.0000    15.4919   880.0000
60.0000   100.0000


   Pearson Correlation Coefficients / Prob > |R| under Ho:
Rho=0 / N = 11

                           YIELD                PH
TEMP

         YIELD           1.00000           0.87058
0.14043
                          0.0               0.0005
0.6805

         PH              0.87058           1.00000
0.00000
                          0.0005            0.0
1.0000

         TEMP            0.14043           0.00000
1.00000
                          0.6805            1.0000
0.0

The table in the output show the correlation for all pairs
of the variables.  For example, the correlation between PH
and YIELD is .87058 (p=.0005).