Hi I am trying to understand the difference between correlation estimates from different these two procedures, the documentation on PROC COPULA doesn't provide much info on the estimate part. 1. I understand that PROC COPULA correlation matrix is using rank correlation, which should be the same as Spearman Correlation. The results contains both "Correlation Matrix" and "Spearman Correlation Matrix", they are close, but not exactly the same, why ? 2. By using PROC CORR on the same dataset, the results Spearman Correlation is quite different from the result from PROC COPULA. So the same "Spearman Correlation" returns different results in different procedure? I use sashelp data as an example. Any insight is appreciated. proc copula data=sashelp.cars;
var Cylinders EngineSize Length;
fit normal;
simulate / ndraws=5000
SEED=1234
out=work.copula_data;
run;
proc corr data=sashelp.cars noprob nosimple spearman;
var Cylinders EngineSize Length;
run;
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