Checking linear and Non-Linear trend in proc corr

[Sanchit_goyal]

Please let me know how do we check whether my data is Linear (to apply Pearson or Spearman) or Non-Linear (to apply Hoeffding).

[ballardw]

Scatterplots are often helpful in conjunction with Proc Corr , which is why there is a Plots=scatter option on the proc statement.

If the plot shows a linear or other shaped trend that you can see then you have your answer.

Spearman correlation does apply for monotonic, or mostly so, non-linear associations as it it based on direction of change of values and not magnitude of change.

[Ksharp]

There is another better statistic to test correlation . @Rick_SAS  wrote a blog about it .