A Gentle Introduction to Statistics Using SAS Studio in the Cloud

11

Correlation

Introduction

There are several ways to quantify the relationship between two continuous variables, the most common being a Pearson correlation coefficient. This chapter describes this as well as a nonparametric alternative called a Spearman rank-order correlation.

Using the Statistics Correlation Task

As a quick summary, a Person correlation coefficient measures the strength of the relationship between two variables. These variables are usually continuous, but there are types of correlations where one or both of the values are binary (0 or 1) or ordinal variables. The formula for calculating Pearson correlation coefficients (from here on, just called correlations) is such that correlation values lie between -1 and +1, inclusive. ...