The CORR Procedure

The WITH statement lists variables with which correlations of the VAR statement variables are to be computed. The WITH statement requests correlations of the form , where are analysis variables specified in the VAR statement, and are variables specified in the WITH statement. The correlation matrix has a rectangular structure of the form

For example, the statements

proc corr;
   var x1 x2;
   with y1 y2 y3;
run;

produce correlations for the following combinations: