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
PROC CORR DATA=drug OUTP=pearson_corr; VAR age response time; RUN;
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:
PROC CORR DATA=drug COV OUTP=corr_cov; VAR age response time; RUN;
The data set specified in the
option will include both correlation coefficients and covariances, the
number of observations, means, standard deviations, and variable
If you have questions about using statistical and mathematical software at Indiana University, email UITS Research Analytics. Research Analytics is located on the IU Bloomington campus at Woodburn Hall 200, and is open for consultation by appointment Monday-Friday 9am-5pm.
This is document amrg in the Knowledge Base.
Last modified on 2014-06-25.
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