In SAS, how do I save a correlation or a covariance matrix as a data set?
In SAS, use the
PROC CORR procedure to create a
correlation or a covariance matrix and save it as a SAS data set.
For example, the following procedure would create a correlation matrix
of the three variables
time, and save it as a data set named
OUTP option saves the Pearson
correlation coefficients to a data set. If you need the Spearman
correlation coefficients, use the
OUTS option instead.
The data set specified with the
options will be saved to the SAS work directory.
For a covariance matrix, use the
COV option in the
PROC CORR statement:
The data set specified in the
option will include both correlation coefficients and covariances, the
number of observations, means, standard deviations, and variable
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Last modified on August 02, 2013.