The HPCORR Procedure

Output Data Sets

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:

  • _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

  • CORR, correlation statistics for each variable

If you specify the SSCP option, the OUTP= data set includes an additional observation that contains intercept values.