Type of Correlation

This parameter enables you to select the type of correlation coefficient to compute.

The different types of correlation coefficients are described in the table below:

Correlation Coefficient	Definition
Hoeffding	Choose this option to compute and use Hoeffding’s Dependence Coefficient. Hoeffding’s measure of dependence, D , is a nonparametric measure of association that detects more general departures from independence. The statistic approximates a weighted sum over observations of chi-square statistics for two-by-two classification tables. Each set of ( x , y ) values are cutpoints for the classification.
Kendall	Choose this option to compute and use Kendall’s Tau-b Correlation Coefficient. Kendall’s tau-b is a nonparametric measure of association based on the number of concordances and discordances in paired observations. Concordance occurs when paired observations vary together, and discordance occurs when paired observations vary differently.
Pearson	Choose this option to compute and use Pearson’s Product- Moment Correlation Coefficient. The Pearson product-moment correlation is a parametric measure of association for two variables . It measures both the strength and the direction of a linear relationship.
Spearman	Choose this option to compute and use Spearman’s Rank-Order Correlation Coefficient. The Spearman rank-order correlation is a nonparametric measure of association based on the ranks of the data values.

To Specify the Type of Correlation:

Click on the appropriate radio button.

For Additional Information

Refer to the SAS PROC CORR documentation for more information.