The HPCORR Procedure

The HPCORR procedure computes Pearson correlation coefficients and the probabilities associated with these statistics. The Pearson product-moment correlation is a parametric measure of a linear relationship between two variables.

A related type of correlation, polychoric correlation, measures the correlation between two unobserved variables that have a bivariate normal distribution. Information about these variables is obtained through two corresponding observed ordinal variables that are derived from the unobserved variables by classifying their values into finite sets of discrete, ordered values. Polychoric correlation is not available in the HPCORR procedure, but it is available in the FREQ procedure.

When only one set of analysis variables is specified, the default correlation analysis includes descriptive statistics for each analysis variable and pairwise Pearson correlation statistics for these variables.

When two sets of analysis variables are specified, the default correlation analysis includes descriptive statistics for each analysis variable and pairwise Pearson correlation statistics between the two sets of variables.

When the relationship between two variables is nonlinear or when outliers are present, the correlation coefficient might incorrectly estimate the strength of the relationship.

You can save the correlation statistics in a SAS data set for use with other statistical and reporting procedures.

PROC HPCORR runs in either single-machine mode or distributed mode.

Note: Distributed mode requires SAS High-Performance Server Distributed Mode .