Correlation

THE CORRELATION MATRIX

ROUTINE DESCRIPTION
CORVC Computes the variance-covariance or correlation matrix.
COVPL Computes a pooled variance-covariance matrix from the observations.
PCORR Computes partial correlations or covariances from the covariance or correlation matrix.
RBCOV Computes a robust estimate of a covariance matrix and mean vector.
 

CORRELATION MEASURES FOR A CONTINGENCY TABLE

ROUTINE DESCRIPTION
CTRHO Estimates the bivariate normal correlation coefficient using a contingency table.
TETCC Categorizes bivariate data and computes the tetrachoric correlation coefficient.
 

A DICHOTOMOUS VARIABLE WITH A CLASSIFICATION VARIABLE

ROUTINE DESCRIPTION
BSPBS Computes the biserial and point-biserial correlation coefficients for a dichotomous variable and a numerically measurable classification variable.
BSCAT Computes the biserial correlation coefficient for a dichotomous variable and a classification variable.
 

MEASURES BASED UPON RANKS

ROUTINE DESCRIPTION
CNCRD Calculates and tests the significance of the Kendall coefficient of concordance.
KENDL Computes and tests Kendall's rank correlation coefficient.
KENDP Computes the frequency distribution of the total score in Kendall's rank correlation coefficient.