topic Re: correlations in SAS Procedures

correlations

hdg — Wed, 13 Feb 2013 22:18:49 GMT

I have a correlation matrix

Corrout =

X Z

X 1 0.2

Z 0.4 1

I would like to compute the mean of this correlation matrix excluding the diagonal terms so for example in this simple case it is = 0.3

The column/rownames X and Z are not fixed you can have any number of columns and any number of rows and they can be called anything.

I am not sure how to do this in SAs

Thanks for your help!

PGStats — Thu, 14 Feb 2013 01:56:48 GMT

Assuming your matrix is in a dataset where rows are identified with labels corresponding to variable names :

data matrix;
input label $ X Z;
datalines;
X 1 0.2
Z 0.4 1
;

proc transpose data=matrix out=list;
by label notsorted;
run;

proc sql;
select mean(COL1) as meanCorr

from list where _name_ ne label;
quit;