The Correlations transformation
generates one of the following types of correlation statistics:
The Correlations transformation
is based on the CORR procedure, which is documented in the Base SAS Procedures Guide: Statistical Procedures. The
CORR procedure computes Pearson correlation coefficients, three nonparametric
measures of association, and the probabilities associated with these
statistics. The correlation statistics include the following:
-
Pearson product-moment correlation
-
Spearman rank-order correlation
-
Kendall's tau-b coefficient
-
Hoeffding's measure of dependence,
D
-
Pearson, Spearman, and Kendall
partial correlation
Pearson product-moment correlation is a parametric
measure of a linear relationship between two variables. For nonparametric
measures of association, Spearman rank-order correlation uses the
ranks of the data values and Kendall's tau-b uses the number of concordances
and discordances in paired observations. Hoeffding's measure of dependence
is another nonparametric measure of association that detects more
general departures from independence. A partial correlation provides
a measure of the correlation between two variables after controlling
the effects of other variables.
You can specify which columns are correlated and which columns are analyzed. You can
group rows in the output based on the values in specified grouping columns. Output
appears in a
target table or in the
Output tab in the process designer. ODS output in the form of HTML, PDF, or RTF can also
be sent to a folder on the
SAS Application Server that executes the
job or to any folder that is accessible to that SAS Application Server.
The target receives data only for the
source columns that are involved in the correlation. The target requires two columns that
the Correlations transformation populates: _TYPE_ specifies the type of the statistic
and _NAME_ identifies the correlation column.
The Correlations transformation requires that grouping columns be sorted in ascending
order in the source. If you specify grouping columns, you can sort those columns before
the Correlations
transformation by using a SAS Sort transformation.