sas >> how to create correlation matrix in SAS

by xinwei » Tue, 08 Jul 2008 04:17:31 GMT

i have a dataset containing 20 subjects and thousands of variables. I
wonder what SAS procedure I can use to calculate the correlation matrix of
these variables?
these variables are continuous and I may want to collapse them into binary
ones. Is it possible to calcualte the correlation matrix(chisq p value)
for lots of binary variables?


sas >> how to create correlation matrix in SAS

by art297 » Tue, 08 Jul 2008 07:32:48 GMT


Since your question raises a number of questions, it cannot be answered
with a simple, one line, answer.

First, since you have continuous variables, why make them binary and need
chi square? Keep them as they are and use pearson product-moment
correlations. That you can do, easily, with proc corr.

Second, you do realize that with only 20 subjects and over a thousand
correlations (or chi-squares for that matter), many of them will show what
appear as "real" correlation when, in fact, one would expect many of them
to look real through chance alone.

Thus, if you use .05 as your alpha, you would expect 50 of every 1,000
relationships to show a false significant correlation.

I'm sure that others can point out even more problems with what you are


sas >> how to create correlation matrix in SAS

by Paige Miller » Tue, 08 Jul 2008 20:21:34 GMT

PROC CORR does what you want.

I see no statistical reason to take continuous variables and turn them
in to binary variables. You lose information that way.

Paige Miller
paige\dot\miller \at\ kodak\dot\com

how to create correlation matrix in SAS

by peterflomconsulting » Tue, 08 Jul 2008 21:13:09 GMT

Xin Wei < XXXX@XXXXX.COM > wrote matrix in SAS

PROC CORR is what you want. If you want to make a file with *just* the correlations, and no simple statistics, and no p-values, then try this;

proc corr data = dsname noprob nosimple;
var varlist;

As to collapsing your variables --- it's possible, but it is almost always a bad idea.

PROC CORR will give you p-values by default.



Peter L. Flom, PhD
Statistical Consultant
www DOT peterflom DOT com

how to create correlation matrix in SAS

by sudip.memphis » Tue, 08 Jul 2008 22:26:37 GMT

If you need to calculate correlation for only binary variables then you can use

proc freq, with option plcorr,

for more details you can look at this website

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