ARCHIVED: 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 age
, response
,
and time
, and save it as a data set named
pearson_corr
:
PROC CORR DATA=drug OUTP=pearson_corr; VAR age response time; RUN;
Note: The 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 OUTP
or OUTS
options will be saved to the SAS work directory.
For a covariance matrix, use the COV
option in the
PROC CORR
statement:
PROC CORR DATA=drug COV OUTP=corr_cov; VAR age response time; RUN;
The data set specified in the OUTP
with COV
option will include both correlation coefficients and covariances, the
number of observations, means, standard deviations, and variable
names.
If you have questions about using statistical and mathematical software at Indiana University, contact the UITS Research Applications and Deep Learning team.
This is document amrg in the Knowledge Base.
Last modified on 2023-05-09 14:44:22.