Introduction to Nonparametric Analysis

Measures of Correlation and Associated Tests

The CORR procedure in Base SAS software provides several nonparametric measures of association and associated tests. It computes Spearman’s rank-order correlation, Kendall’s tau-b, and Hoeffding’s measure of dependence, and it provides tests for each of these statistics. PROC CORR also computes Spearman’s partial rank-order correlation and Kendall’s partial tau-b. Finally, PROC CORR computes Cronbach’s coefficient alpha for raw and standardized variables. This statistic can be used to estimate the reliability coefficient. For a general discussion of correlations, formulas, interpretation, and examples, see the chapter "The CORR Procedure" in the Base SAS Procedures Guide.

The FREQ procedure also provides some nonparametric measures of association: gamma, Kendall’s tau-b, Stuart’s tau-c, Somers’ D, and the Spearman rank correlation. The output includes the measure, the asymptotic standard error, confidence limits, and the asymptotic test that the measure equals zero. Exact tests are also available for some of these measures. For more information, see Chapter 40: The FREQ Procedure.