A SAS Macro for Improved Correlation Coefficient Inference
نویسنده
چکیده
We present a SAS macro for improved statistical inference for measures of association, including Pearson's correlation, Spearman's coefficient, and Kendall's coefficient. While the CORR procedure is a powerful tool for calculating and testing these coefficients, some analyses are lacking. For example, the CORR procedure does not incorporate recent theoretical improvements in confidence interval estimation for Spearman's rho, nor does it provide any confidence interval at all for Kendall's tau-b. We have written a SAS macro that incorporates these new developments; it produces confidence intervals, as well as p-values for testing any null value of these coefficients.
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