Spearman rank-order correlation is a nonparametric measure of association based on the ranks of the data values. The formula is
where is the rank of , is the rank of , is the mean of the values, and is the mean of the values.
PROC CORR computes the Spearman correlation by ranking the data and using the ranks in the Pearson product-moment correlation formula. In case of ties, the averaged ranks are used.