Parameters | Expression Parameters | Type of Correlation

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:
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’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.
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.
To Specify the Type of Correlation:
*
For Additional Information
Refer to the SAS PROC CORR documentation for more information.