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Correlation Matrix for Categorical Variables

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New Contributor
Posts: 4

Correlation Matrix for Categorical Variables

Hi,

 

I'd like to see the correlations among the variables in my dataset. I created a correlation matrix for continuous variables by using Analyze/Multivariate/Correlations function but I don't know how to create a correlation matrix for the categorical variables. Could you help me with this issue?

Thanks

Super User
Posts: 19,023

Re: Correlation Matrix for Categorical Variables

I don't believe that's something that's defined clearly statistically. Typically to compare two categorical variables you can use a Chi-Square or Fisher test.
Respected Advisor
Posts: 4,803

Re: Correlation Matrix for Categorical Variables

"Correlations" are only defined for ordered variables. You can use Spearman rank or Kendall's Tau-b correlations for both continuous measures and ordered categorical variables.

PG
Community Manager
Posts: 2,884

Re: Correlation Matrix for Categorical Variables

I'm not sure of your application here, but you might look at PROC CORRESP.

 

PROC CORRESP does analyze categorical data, and it's often used in market research applications, especially in France and Japan.  (Which is why I call this the Jerry Lewis of stat procs.)

 

In fact, there's an entire book about Marketing Research using SAS Enterprise Guide.

 

 

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