PROC HPCORR creates an output data set that contains statistics for Pearson correlation. By default, the output data set is a special data set type (TYPE=CORR) that is recognized by many SAS/STAT procedures, including the REG and FACTOR procedures. When you specify the NOCORR option and the COV, CSSCP, or SSCP option, use the (TYPE=) data set option to change the data set type to COV, CSSCP, or SSCP.
The output data set includes the following variables:
BY variables, which identify the BY group when a BY statement is used
_TYPE_ variable, which identifies the type of observation
_NAME_ variable, which identifies the variable that corresponds to a given row of the correlation matrix
INTERCEPT variable, which identifies variable sums when the SSCP option is specified
VAR variables, which identify the variables listed in the VAR statement
You can use a combination of the _TYPE_ and _NAME_ variables to identify the contents of an observation. The _NAME_ variable indicates which row of the correlation matrix the observation corresponds to. The values of the _TYPE_ variable are as follows:
SSCP, uncorrected sums of squares and crossproducts
CSSCP, corrected sums of squares and crossproducts
COV, covariances
MEAN, mean of each variable
STD, standard deviation of each variable
N, number of nonmissing observations for each variable
SUMWGT, sum of the weights for each variable when using a WEIGHT statement
HPCORR, correlation statistics for each variable
If you specify the SSCP option, the OUTP= data set includes an additional observation that contains intercept values.