Modeling and Multivariate Methods - SAS

Chapter 17 Correlations and Multivariate Techniques 447
Multivariate Platform Options
Pairwise Correlations
Simple Statistics
Shows or hides the Pairwise Correlations table, which lists the
Pearson product-moment correlations for each pair of Y variables.
This option is off by default.
The correlations are calculated by the pairwise deletion method. The
count values differ if any pair has a missing value for either variable.
The Pairwise Correlations report also shows significance
probabilities and compares the correlations in a bar chart. All results
are based on the pairwise method.
This menu contains two options that each show or hide simple
statistics (mean, standard deviation, and so on) for each column.
The univariate and multivariate simple statistics can differ when
there are missing values present, or when the Robust method is used.
Univariate Simple Statistics Shows statistics that are calculated
on each column, regardless of values in other columns. These
values match those produced by the Distribution platform.
Multivariate Simple Statistics Shows statistics that correspond
to the estimation method selected in the launch window. If the
REML, ML, or Robust method is selected, the mean vector and
covariance matrix are estimated by that selected method. If the
Row-wise method is selected, all rows with at least one missing
value are excluded from the calculation of means and variances.
If the Pairwise method is selected, the mean and variance are
calculated for each column.
These options are off by default.
Nonparametric Correlations
Set α Level
This menu contains three nonparametric measures: Spearman’s
Rho, Kendall’s Tau, and Hoeffding’s D. These options are off by
default.
For details, see “Nonparametric Correlations” on page 449.
You can specify any alpha value for the correlation confidence
intervals. The default value of alpha is 0.05.
Four alpha values are listed: 0.01, 0.05, 0.10, and 0.50. Select Other
to enter any other value.
Scatterplot Matrix
Shows or hides a scatterplot matrix of each pair of response variables.
This option is on by default.
For details, see “Scatterplot Matrix” on page 449.