topic Re: correlation between two variables in SAS Procedures

correlation between two variables

Kyra — Fri, 03 Apr 2020 01:39:55 GMT

Hi,

Can you please direct me to SAS example where

1. We study correlation between one ordinal and one nominal variable.

2. We study correlation between two ordinal variable.

Thanks,

Re: correlation between two variables

Reeza — Fri, 03 Apr 2020 02:34:26 GMT

I don't think those are 'correlation'. They may be chi square tables?

Re: correlation between two variables

PGStats — Fri, 03 Apr 2020 03:43:01 GMT

Proc freq computes many measures of association, for different purposes. See

https://documentation.sas.com/?docsetId=procstat&docsetTarget=procstat_freq_details22.htm&docsetVersion=9.4&locale=en

Re: correlation between two variables

MichaelL_SAS — Fri, 03 Apr 2020 14:15:18 GMT

I think @PGStats suggestion to consider using the measures of association supported by PROC FREQ is a good one.

I'll just add that for the case of two ordinal variables, if you can assume their values are derived from an unobserved bivariate normal distribution you could estimate the polychoric correlation by using PROC CORR.

Re: correlation between two variables

Kyra — Fri, 03 Apr 2020 14:29:08 GMT

Thank you very much ! I will look into it. However, what do you think about
Spearman correlation?

Re: correlation between two variables

MichaelL_SAS — Fri, 03 Apr 2020 15:00:23 GMT

Yes the Spearman rank order correlation is another option. PROC FREQ also supports both of these measures of association. You can use the PLCORR option in the TABLES statement to request the polychoric correlation coefficient and the MEASURES option (as mentioned in @PGStats response) will request the Spearman coefficient.

You can Example 3.8 in the PROC FREQ documentation for an example using the MEASURES option.