A Step-by-Step Approach to Using SAS® for Univariate & Multivariate Statistics, Second Edition

Inputting a Correlation or Covariance Matrix

There are times when, for reasons of either necessity or convenience, you might choose to analyze a correlation matrix or covariance matrix rather than raw data (e.g., very large datasets). SAS allows you to input such a matrix as data and some (but not all) SAS procedures can then be used to analyze the dataset. For example, a correlation or covariance matrix can be analyzed using PROC REG, PROC FACTOR, or PROC CALIS, and other procedures.

Inputting a Correlation Matrix

This type of data input is sometimes necessary when a researcher obtains a correlation matrix from an earlier study (perhaps from an article published in a research journal) and wishes to perform further analyses on the data. You ...