topic Re: Spearman correlation coefficient p-value using PROC IML. in SAS/IML Software and Matrix Computations

Spearman correlation coefficient p-value using PROC IML.

themanoj20080 — Thu, 13 Dec 2018 23:20:21 GMT

Hello everyone,

Is there a way to get the p-value for the spearman correlation coefficient inside PROC IML. I know I can get it using PROC CORR but I want to avoid using that.

Thanks,

Manoj

Re: Spearman correlation coefficient p-value using PROC IML.

PaigeMiller — Fri, 14 Dec 2018 01:08:40 GMT

The way to compute the p-value is explained at Wikipedia. You'd have to program this in IML.

Re: Spearman correlation coefficient p-value using PROC IML.

Reeza — Fri, 14 Dec 2018 01:35:52 GMT

There's a function call CORR for IML, with a method for spearman included.

https://documentation.sas.com/?docsetId=imlug&docsetTarget=imlug_langref_sect083.htm%3Flocale&docsetVersion=14.2&locale=en

@themanoj20080 wrote:

Hello everyone,

Is there a way to get the p-value for the spearman correlation coefficient inside PROC IML. I know I can get it using PROC CORR but I want to avoid using that.

Thanks,

Manoj

Re: Spearman correlation coefficient p-value using PROC IML.

themanoj20080 — Fri, 14 Dec 2018 01:38:03 GMT

It doesn't give a pvalue.

Re: Spearman correlation coefficient p-value using PROC IML.

Reeza — Fri, 14 Dec 2018 01:40:51 GMT

Sorry, you will need to calculate that from the formula and using the probability formulas as indicated via @PaigeMiller

Re: Spearman correlation coefficient p-value using PROC IML.

themanoj20080 — Fri, 14 Dec 2018 05:04:41 GMT

Yes I did that exactly and it was quite easy.

Re: Spearman correlation coefficient p-value using PROC IML.

Reeza — Fri, 14 Dec 2018 16:12:37 GMT

@themanoj20080 wrote:

Yes I did that exactly and it was quite easy.

Then please post the answer for future users and mark this question as closed.