I am working on a program that is incorporating both PROC CORR and PROC REG to verify certain results. I am running these procedures with the exact same data set and the exact same (standardized) variables. It was my understanding that the output of PROC CORR was specifically using Pearson's correlation coefficient and that the output of PROC REG was the regression coefficient estimate. However, I also was under the impression that, given just two variables, these procedures should give the same output. However, PROC CORR is giving me an estimate of .65 while PROC REG is giving an estimate of .63. This is with using a data set with roughly 5000 observations. I had done an earlier example with around 20 or so and PROC REG and PROC CORR returned identical outputs. Does the discrepancy above have to do with the increased sample size or is there something else that could potentially explain the discrepancy?
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