Modeling and Multivariate Methods - SAS

Chapter 17 Correlations and Multivariate Techniques 449
Multivariate Platform Options
Impute Missing Data
Produces a new data table that duplicates your data table and
replaces all missing values with estimated values. This option is
available only if your data table contains missing values.
For details, see “Impute Missing Data” on page 453.
Nonparametric Correlations
The Nonparametric Correlations menu offers three nonparametric measures:
Spearman’s Rho is a correlation coefficient computed on the ranks of the data values instead of on the
values themselves.
Kendall’s Tau is based on the number of concordant and discordant pairs of observations. A pair is
concordant if the observation with the larger value of X also has the larger value of Y. A pair is discordant
if the observation with the larger value of X has the smaller value of Y. There is a correction for tied pairs
(pairs of observations that have equal values of X or equal values of Y).
Hoeffding’s D A statistical scale that ranges from –0.5 to 1, with large positive values indicating
dependence. The statistic approximates a weighted sum over observations of chi-square statistics for
two-by-two classification tables. The two-by-two tables are made by setting each data value as the
threshold. This statistic detects more general departures from independence.
The Nonparametric Measures of Association report also shows significance probabilities for all measures and
compares them with a bar chart.
Note: The nonparametric correlations are always calculated by the Pairwise method, even if other methods
were selected in the launch window.
For statistical details about these three methods, see the “Nonparametric Measures of Association” on
page 455.
Scatterplot Matrix
A scatterplot matrix helps you visualize the correlations between each pair of response variables. The
scatterplot matrix is shown by default, and can be hidden or shown by selecting Scatterplot Matrix from
the red triangle menu for Multivariate.