Spearman correlation coefficient p-value using PROC IML.

[themanoj20080]

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

[PaigeMiller]

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

[themanoj20080]

Yes I did that exactly and it was quite easy.

[Reeza]

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@themanoj20080 wrote:

Yes I did that exactly and it was quite easy.

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

[Reeza]

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&docset...

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@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

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[themanoj20080]

It doesn't give a pvalue.

[Reeza]

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