DATA one; INPUT id hamd intcpt week endog endweek; DATALINES; 101 26 1 0 0 0 101 22 1 1 0 0 101 18 1 2 0 0 101 7 1 3 0 0 101 4 1 4 0 0 101 3 1 5 0 0 ... more data ; PROC SORT; BY id; TITLE 'correlations & sds of hamd across time'; DATA t0;SET one; IF week=0; hamd_0 = hamd; RUN; DATA t1;SET one; IF week=1; hamd_1 = hamd; RUN; DATA t2;SET one; IF week=2; hamd_2 = hamd; RUN; DATA t3;SET one; IF week=3; hamd_3 = hamd; RUN; DATA t4;SET one; IF week=4; hamd_4 = hamd; RUN; DATA t5;SET one; IF week=5; hamd_5 = hamd; RUN; DATA comp (KEEP=id hamd_0-hamd_5); MERGE t0 t1 t2 t3 t4 t5 t6; BY id; PROC CORR COV; VAR hamd_0-hamd_5; RUN; The CORR Procedure 6 Variables: hamd_0 hamd_1 hamd_2 hamd_3 hamd_4 hamd_5 Variances and Covariances Covariance / Row Var Variance / Col Var Variance / DF hamd_0 hamd_1 hamd_2 hamd_0 20.55081967 10.11494253 10.13870056 20.55081967 18.70901391 19.91497175 20.55081967 22.50120992 30.69463277 60 57 59 hamd_1 10.11494253 22.07117256 12.27683765 22.50120992 22.07117256 22.26679006 18.70901391 22.07117256 27.69989424 57 62 61 hamd_2 10.13870056 12.27683765 30.09134615 30.69463277 27.69989424 30.09134615 19.91497175 22.26679006 30.09134615 59 61 64 Variances and Covariances Covariance / Row Var Variance / Col Var Variance / DF hamd_3 hamd_4 hamd_5 hamd_0 10.08559322 7.19086509 6.27757620 20.79632768 19.35783424 21.60667634 44.08220339 51.94343618 53.97677794 59 57 52 hamd_1 12.55023797 10.26366120 7.71986532 21.98968800 22.21420765 23.09966330 42.13881544 49.90928962 54.32794613 61 60 54 hamd_2 25.12599206 24.62559492 18.38439850 28.72594246 27.76626124 30.01879699 40.37698413 48.86515071 53.03446115 63 61 56 Variances and Covariances Covariance / Row Var Variance / Col Var Variance / DF hamd_0 hamd_1 hamd_2 hamd_3 10.08559322 12.55023797 25.12599206 44.08220339 42.13881544 40.37698413 20.79632768 21.98968800 28.72594246 59 61 63 hamd_4 7.19086509 10.26366120 24.62559492 51.94343618 49.90928962 48.86515071 19.35783424 22.21420765 27.76626124 57 60 61 hamd_5 6.27757620 7.71986532 18.38439850 53.97677794 54.32794613 53.03446115 21.60667634 23.09966330 30.01879699 52 54 56 Variances and Covariances Covariance / Row Var Variance / Col Var Variance / DF hamd_3 hamd_4 hamd_5 hamd_3 41.15288462 37.33897409 23.99154135 41.15288462 42.32575357 35.37969925 41.15288462 49.34743522 50.41165414 64 61 56 hamd_4 37.33897409 48.59447005 30.51279461 49.34743522 48.59447005 40.14343434 42.32575357 48.59447005 54.16632997 61 62 54 hamd_5 23.99154135 30.51279461 52.12008469 50.41165414 54.16632997 52.12008469 35.37969925 40.14343434 52.12008469 56 54 57 Simple Statistics Variable N Mean Std Dev Sum Minimum Maximum hamd_0 61 23.44262 4.53330 1430 15.00000 34.00000 hamd_1 63 21.84127 4.69800 1376 11.00000 39.00000 hamd_2 65 18.30769 5.48556 1190 10.00000 33.00000 hamd_3 65 16.41538 6.41505 1067 0 32.00000 hamd_4 63 13.61905 6.97097 858 0 34.00000 hamd_5 58 11.94828 7.21942 693 0 33.00000 Pearson Correlation Coefficients Prob > |r| under H0: Rho=0 Number of Observations hamd_0 hamd_1 hamd_2 hamd_3 hamd_4 hamd_5 hamd_0 1.00000 0.49299 0.41007 0.33310 0.22677 0.18382 <.0001 0.0011 0.0093 0.0869 0.1876 61 58 60 60 58 53 hamd_1 0.49299 1.00000 0.49433 0.41229 0.30825 0.21792 <.0001 <.0001 0.0009 0.0157 0.1100 58 63 62 62 61 55 hamd_2 0.41007 0.49433 1.00000 0.73777 0.66854 0.46076 0.0011 <.0001 <.0001 <.0001 0.0003 60 62 65 64 62 57 hamd_3 0.33310 0.41229 0.73777 1.00000 0.81701 0.56809 0.0093 0.0009 <.0001 <.0001 <.0001 60 62 64 65 62 57 hamd_4 0.22677 0.30825 0.66854 0.81701 1.00000 0.65435 0.0869 0.0157 <.0001 <.0001 <.0001 58 61 62 62 63 55 hamd_5 0.18382 0.21792 0.46076 0.56809 0.65435 1.00000 0.1876 0.1100 0.0003 <.0001 <.0001 53 55 57 57 55 58