The CORR Procedure

Spearman rank-order correlation is a nonparametric measure of association based on the ranks of the data values. The formula is

where is the rank of , is the rank of , is the mean of the values, and is the mean of the values.

PROC CORR computes the Spearman correlation by ranking the data and using the ranks in the Pearson product-moment correlation formula. In case of ties, the averaged ranks are used.

Probability Values

Probability values for the Spearman correlation are computed by treating

as coming from a t distribution with degrees of freedom, where r is the sample Spearman correlation.