I have two, probably small, problems with the matrix output in proc corr:
Using Pearson correlation coefficient, does anyone know how I can get the level of significance for my matrix-output using proc corr to appear as asterisks (*,** and *** for p<0.1,p<0.05 and p<0.01 respectively) on the correlation coefficient value?
How do I get the matrix to show only half the matrix (since they are identical row/col vs. col/row)?
If it is possible, with the diagonal line of 1:s (representing correlation of x1 on x1 = 1 etc) to either show a histogram of that particular variable or
a scatter plot with another variable not in the matrix (I am thinking of the residuals of y).
I have searched online for hours without finding anything. Help is much appreciated!
Because you want to modify the legend and show only half the matrix, I think you will need to use the GTL to hand-code this layout. To get started, look at the examples (and macro code) that Sanjay provides in this blog post: Compact Scatter Plot Matrix - Graphically Speaking
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