You can use the SGSCATTER procedure to produce scatter plot matrices. The following step creates a scatter plot matrix from all of the numeric variables in the Class data set available in the SASHELP library and produces Figure 21.37:

proc sgscatter data=sashelp.class;
   matrix _numeric_ / diagonal=(kernel histogram);
run;

The diagonal cells of Figure 21.37 contain a histogram and a kernel density fit. The off-diagonal cells contain all pairs of scatter plots.

Figure 21.37 Scatter Plot Matrix with PROC SGSCATTER

The MATRIX statement creates a symmetric scatter plot matrix. Other statements are available as well. The PLOT statement creates a panel containing one or more individual scatter plots. The COMPARE statement creates a rectangular scatter plot matrix. Linear and nonlinear fits can be added, and many graphical features can be requested with options.