Hello all,
I conducted a pearson (upper diagonal)/spearman (lower diagonal)
correlation test in SAS. However, the results differ significantly
between the two tests. Can anyone offer any suggestions as to why
these results would differ so much.
RESULTS OF CORRELATIONS:
Cash Earn FR MR AR NS <S
Cash .9968(<.0001) -.2374(.0016) -.0074(.9216) -.9722(<.0001)
.0453(.5679) -.0579(.4650)
Earn .4588(<.0001) -.2444(.0011) -.0039(.9585) -.9796(<.0001)
.0429(.5889) -.0670(.3983)
FR -.0609(.4231) -.0334(.6606) .2313(.0019) .3997(<.0001)
-.1177(.1356) -.0415(.6000)
MR -.1018(.1798) .0178(.8147) .1330(.0767) .0461(.5423)
-.0416(.5932) -.1235(.1118)
AR -.0225(.7672) -.0081(.9143) .9643(<.0001) .0319(.6726)
.0637(.4207) .0640(.4180)
NS .1663(.0349) .0840(.2892) -.1386(.0785) -.0167(.8301) -.1425(.0704)
.1263(.1016)
<S -.0482(.5429) -.0399(.6145) -.0391(.6211) -.1888(.0145) .0040(.9597)
.0810(.2949)
Thanks
.
.
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