Problem Note 62610: PROC CORR Spearman, Kendall's tau-b and Hoeffding's statistics might differ from previous SAS® releases
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PROC CORR might generate different results for the following rank-based statistics beginning with SAS® 9.4TS1M1:
- Spearman rank-order correlation
- Kendall's tau-b correlation
- Hoeffding's measure of dependence
In prior releases, PROC CORR compares values directly. Due to machine dependent and numerical precision issues, sufficiently close values might be treated as different values. This is the same approach used by PROC RANK. Beginning in SAS 9.4TS1M1, PROC CORR includes a fuzz factor when comparing values, so that sufficiently close values are treated as the same values.
The following example demonstrates this:
do x=1 to 18;
y= 10 - 10**-x;
output;
end;
run;
var y;
ranks yrank;
run;
run;
var x;
with y yrank;
run;
Prior to SAS 9.4TS1M1, PROC CORR treats the rankings the same as PROC RANK and generates these results:
Beginning in SAS 9.4TS1M1, PROC CORR generates the following:
If desired, you can reproduce previous results in SAS 9.4 TS1M1 and later by using the ranks computed in PROC RANK instead of the raw data.
Operating System and Release Information
| Product Family | Product | System | Product Release | SAS Release | ||
| Reported | Fixed* | Reported | Fixed* | |||
| SAS System | Base SAS | Windows 7 Ultimate 32 bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 |
| Windows 7 Professional x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Windows 7 Professional 32 bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Windows 7 Home Premium x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Windows 7 Home Premium 32 bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Windows 7 Enterprise x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Windows 7 Enterprise 32 bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2012 Std | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2012 R2 Std | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2012 R2 Datacenter | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2012 Datacenter | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 for x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 R2 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows Server 2008 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 10 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8.1 Pro x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8.1 Pro 32-bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8.1 Enterprise x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8.1 Enterprise 32-bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8 Pro x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8 Pro 32-bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8 Enterprise x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft Windows 8 Enterprise 32-bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Microsoft® Windows® for x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| z/OS 64-bit | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| z/OS | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Windows 7 Ultimate x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| 64-bit Enabled AIX | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| 64-bit Enabled Solaris | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| HP-UX IPF | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Linux for x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Solaris for x64 | 9.4_M1 | 9.4_M1 | 9.4 TS1M1 | 9.4 TS1M1 | ||
| Type: | Problem Note |
| Priority: | medium |
| Topic: | SAS Reference ==> Procedures ==> CORR |
| Date Modified: | 2018-07-25 10:43:14 |
| Date Created: | 2018-07-12 10:55:27 |