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:

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