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 21.62:

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

The diagonal cells of Figure 21.62 contain a histogram and a kernel density fit. The off-diagonal cells contain all pairs of scatter plots.

The MATRIX statement creates a symmetric scatter plot matrix. Other statements are also available. The PLOT statement creates a panel that contains 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.