Correlation Matrix
The Correlation Matrix (CORR) table contains
the Pearson product-moment correlations of the
Y variables, as shown in Figure 40.13.
Correlation measures the strength of the
linear relationship between two variables.
A correlation of 0 means that there is no
linear association between two variables.
A correlation of 1 (-1) means that there is an exact positive
(negative) linear association between the two variables.
Figure 40.13: COV and CORR Tables
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.