Technical
Report #9:
Calculating the Average Correlation Coefficient of a Correlation Matrix
Calculating the Average Correlation Coefficient of a Correlation Matrix
Bruce Ratner, Ph.D.
The average correlation
coefficient of a correlation matrix is a useful measure of the
internal reliability of the set of variables in the matrix. Moreover,
it is a (gross) measure of predictiveness of the variables -
when the correlations are with respect to a target variable. This
report provides a SAS-code program for calculating the Average
Correlation Coefficient. The program should be a welcomed entry in the
tool kit of data analysts who frequently work with BIG data.
**********
SAS-code Program **********
Data set IN is found in Technical Report #6.
proc corr data=IN out=out;
var GENDER_M GENDER_F MARITAL_M MARITAL_S MARITAL_D;
run;
data out1;
set out;
if _type_='MEAN' or _type_='STD' or _type_='N' then delete;
drop _type_;
array vars (5)
GENDER_M GENDER_F MARITAL_M MARITAL_S MARITAL_D ;
array pos (5) x1 - x5;
do i= 1 to 5;
pos(i)=abs(vars(i));
end;
drop
GENDER_M GENDER_F MARITAL_M MARITAL_S MARITAL_D i;
run;
data out2;
set out1;
array poss (5) x1- x5;
do i= 1 to 5;
if poss(i) =1 then poss(i)=.;
drop i;
end;
run;
proc print;run;
proc means data=out2 sum;
output out=out3 sum=;
proc print;run;
data out4;
set out3;
sum_=sum(of x1-x5);
sum_div2= sum_/2;
bot= ((_freq_*_freq_)-_freq_);
avg_corr= sum_div2/bot;
run;
data avg_corr;
set out4;
keep avg_corr;
proc print;run;
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