The CORR Procedure

WITH Statement

WITH variables ;

The WITH statement lists variables with which correlations of the VAR statement variables are to be computed. The WITH statement requests correlations of the form $r(X_ i,Y_ j)$, where $X_1,\ldots ,X_ m$ are analysis variables specified in the VAR statement, and $Y_1,\ldots ,Y_ n$ are variables specified in the WITH statement. The correlation matrix has a rectangular structure of the form

\[  \left[ \begin{array}{ccc} r(Y_1,X_1) &  \cdots &  r(Y_1,X_ m) \\ \vdots &  \ddots &  \vdots \\ r(Y_ n,X_1) &  \cdots &  r(Y_ n,X_ m) \\ \end{array} \right]  \]

For example, the statements

proc corr;
   var x1 x2;
   with y1 y2 y3;
run;

produce correlations for the following combinations:

$\displaystyle  \left[ \begin{array}{ccc} r(Y1,X1) &  r(Y1,X2) \\ r(Y2,X1) &  r(Y2,X2) \\ r(Y3,X1) &  r(Y3,X2) \\ \end{array} \right]  $