How to build a correlations matrix heat map with SAS


If you've watched any of the demos for SAS Visual Analytics (or even tried it yourself!), you have probably seen this nifty exploration of multiple measures.

It's a way to look at how multiple measures are correlated with one another, using a diagonal heat map chart. The "stronger" the color you see in the matrix, the stronger the correlation.

You might have wondered (as I did): can I build a chart like this in Base SAS? The answer is Yes (of course). It won't match the speed and interactivity of SAS Visual Analytics, but you might still find this to be a useful way to explore your data.

The approach

There are four steps to achieving a similar visualization in the 9.3 version of Base SAS. (Remember that ODS Graphics procedures are part of Base SAS in SAS 9.3!)

  1. Use the CORR procedure to create a data set with a correlations matrix. Actually, several SAS procedures can create TYPE=CORR data sets, but I used PROC CORR with Pearson's correlation in my example.
  2. Use DATA step to rearrange the CORR data set to prepare it for rendering in a heat map.
  3. Define the graph "shell" using the Graph Template Language (GTL) and the HEATMAPPARM statement. You've got a lot of control over the graph appearance when you use GTL.
  4. Use the SGRENDER procedure to create the graph by applying the CORR data you prepared in the first two steps.

Here's an example of the result:

The program

I wrapped up the first two steps in a SAS macro. The macro first runs PROC CORR to create the matrix data, then uses DATA step to transform the result for the heat map.

Note: By default, the PROC CORR step will treat all of the numeric variables as measures to correlate. That's not always what you want, especially if your data contains categorical columns that just happen to be numbers. You can use DROP= or KEEP= data set options when using the macro to narrow the set of variables that are analyzed. The examples (near the end of this post) show how that's done.

/* Prepare the correlations coeff matrix: Pearson's r method */
%macro prepCorrData(in=,out=);
  /* Run corr matrix for input data, all numeric vars */
  proc corr data=&in. noprint
  /* prep data for heat map */
data &out.;
  keep x y r;
  set work._tmpCorr(where=(_TYPE_="CORR"));
  array v{*} _numeric_;
  x = _NAME_;
  do i = dim(v) to 1 by -1;
    y = vname(v(i));
    r = v(i);
    /* creates a lower triangular matrix */
    if (i<_n_) then
proc datasets lib=work nolist nowarn;
  delete _tmpcorr;

You have to define the graph "shell" (or template) only once in your program. The template definition can then be reused in as many PROC SGRENDER steps as you want.

This heat map definition uses the fact that correlations are always between -1 and 1. Negative numbers show a negative correlation (ex: cars of higher weight will achieve a lower MPG). It's useful to select a range of colors that make it easier to discern the relationships. In my example, I went for "strong" contrasting colors on the ends with a muted color in the middle.

  /* Create a heat map implementation of a correlation matrix */
ods path work.mystore(update) sashelp.tmplmst(read);
proc template;
  define statgraph corrHeatmap;
   dynamic _Title;
      entrytitle _Title;
      rangeattrmap name='map';
      /* select a series of colors that represent a "diverging"  */
      /* range of values: stronger on the ends, weaker in middle */
      /* Get ideas from                   */
      range -1 - 1 / rangecolormodel=(cxD8B365 cxF5F5F5 cx5AB4AC);
      rangeattrvar var=r attrvar=r attrmap='map';
      layout overlay / 
        xaxisopts=(display=(line ticks tickvalues)) 
        yaxisopts=(display=(line ticks tickvalues));
        heatmapparm x = x y = y colorresponse = r / 
          xbinaxis=false ybinaxis=false
          name = "heatmap" display=all;
        continuouslegend "heatmap" / 
          orient = vertical location = outside title="Pearson Correlation";

You can then use the macro and template together to produce each visualization. Here are some examples:

/* Build the graphs */
ods graphics /height=600 width=800 imagemap;
proc sgrender data=cars_r template=corrHeatmap;
   dynamic _title="Corr matrix for";
proc sgrender data=iris_r template=corrHeatmap;
   dynamic _title= "Corr matrix for SASHELP.iris";
/* example of dropping categorical numerics */
  in=sashelp.pricedata(drop=region date product line),
proc sgrender data=pricedata_r template=corrHeatmap;
  dynamic _title="Corr matrix for SASHELP.pricedata";

Download complete program: for SAS 9.3

Spoiler alert: These steps will only get easier in a future version of SAS 9.4, where similar built-in visualizations are planned for PROC CORR and elsewhere.

Related resources

You can apply a similar "heat-map-style" coloring to ODS tables by creating custom table templates.

If you haven't yet tried SAS Visual Analytics, it's worth a test-drive. Many of the visualizations are inspiring (as this blog post proves).

Finally, while I didn't dissect the GTL heat map definition in detail in this post, you can learn a lot more about GTL from Sanjay Matange and his team at the Graphically Speaking blog.


Big thanks to Rick Wicklin, who helped me quite a bit with this example. Rick validated my initial approach, and also provided valuable suggestions to improve the heat map and the statistical meaning of the example. He pointed me to, which provides examples of useful color ranges that you can apply in maps -- colors that are easy to read and don't distract from the meaning.

Rick told me that he is working on some related work coming up on his blog and within SAS 9.4, so you should watch his blog for additional insights.


About Author

Chris Hemedinger

Senior Manager, SAS Online Communities

+Chris Hemedinger is the manager of SAS Online Communities. He's also co-author of the popular SAS for Dummies book, author of Custom Tasks for SAS Enterprise Guide using Microsoft .NET, and a frequent participant on the SAS Enterprise Guide discussion forum.

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  1. Hans Hockey on

    Two points.
    1. How can the heat map be labelled by variable labels instead of names?
    2. Without specifying a variable list (which saves needing drops or keeps) the order of variables is the same as in the dataset as seen by position option in proc contents. I would prefer a varlist approach so as to match PROC CORR output from its given var list. At the moment I have not amended the macro but use KEEP and RETAIN in a prior data step so get the right order.
    I'm not smart enough to solve point 1 though!

    • Chris Hemedinger
      Chris Hemedinger on


      I think you can get what you want for the labels on one axis by changing this line:

      y = vname(v(i));

      to this:

      y = vlabel(v(i));

      But for the other axis, you have to reintroduce the labels into the corr matrix data set. Here's one way.

        /* Parse libname.member, stopping at open paren */
        %local mem lib;
        %let lib = %scan(&in,1,%str(.));
        %let mem = %scan(&in,2,%str(.());
        /* rejoin LABEL into corr matrix */
        proc sql;
        create table _newCorr as select t1.*, t2.label as _LABEL_
        from _tmpCorr t1 inner join sashelp.vcolumn t2 on (t1._NAME_ =
        where libname=upcase("&lib") and memname=upcase("&mem")
      /* prep data for heatmap */
      data &out.;
       keep x y r;
       set work._newCorr(where=(_TYPE_="CORR"));
       array v{*} _numeric_;
       /* Use label if available, else use name */
       x = ifc(missing(_LABEL_), _NAME_, _LABEL_);
       do i = dim(v) to 1 by -1;
        y = vlabel(v(i));
        r = v(i);
        /* creates a lower triangle matrix */
        if (i<_n_) then

      It looks like you have what you need for controlling the order: specify the numeric vars that you want, in the sequence you want, on a KEEP= option. For example:

             (keep=msrp invoice mpg_city mpg_highway weight),
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  5. Peter Lancashire on

    An alternative method to custom table templates is much simpler: define a format and use that to set the background of the table cells. This works in PROC TABULATE and PROC PRINT. I use a non-linear 18-point scale from red to blue through white coded as HSV colours.
    In PROC PRINT use (where the format is corr.):

    var Corr / style(data)={background=corr.};

  6. Hello Chris

    Thanks. Your example is amazing.
    I want to make a panel graph of this heatmap.
    For example I am trying to display child mortality rates by year and states by gender in a panel graph. I mean 2 graphs for separate genders with a common Y-axis 'state', male and female graphs show side by side. Basic graph works with the following codes.

    ods graphics /height=800 width=1200 imagemap;
    proc sgpanel data=heat_map_data_q;
    format StateCode $Statef. deceasedsex $Sexf.;
    panelby deceasedsex;
    heatmapparm x=survey_Year y=StateCode

    I was tried to bring your template to Proc SGrender to show a panel graph but failed all my attempts.

    Would you be able to advice me what changes to be done in your proc template scripts and what changes to be done in Proc SGrender or Proc SGpanel procedures to produce a panel graph.

  7. Hi, I want to make this using Spearman correlations instead of Pearson, but I keep getting this error: ERROR: Physical file does not exist, /tmp/SAS_workB53E000040A6_localhost.localdomain/_0B0906D7F5ADC49B6F284B117A04453.bmp. along with java.lang.ArrayIndexOutOfBoundsException: 3

    If I run the code using pearson, I have no problems generating the heat maps. This only happens when I change the outp= to outs=

    proc corr data=&in. spearman noprint nocorr

    I was wondering if you know what could be causing this and if it's possible to create the heat maps using spearman?

    • Chris Hemedinger
      Chris Hemedinger on

      Thanks for reporting this. I think this is a bug, but I'll ask the developers and see what I can find out.

    • Chris Hemedinger
      Chris Hemedinger on

      I found the issue. It's a precision issue with the Spearman output, which sometimes can be so close to 1.0 for self-correlations but can actually be just a tiny bit over 1. That value falls outside of the colormap range that is defined in the GTL code. We can work around with the ROUND function in preparing the matrix for plotting.

      Change the DATA step in the "prep data" portion to:
      data &out.;
      keep x y r;
      set work._tmpCorr(where=(_TYPE_="CORR"));
      array v{*} _numeric_;
      x = _NAME_;
      do i = dim(v) to 1 by -1;
      y = vname(v(i));
      /* Round to account for precision differences */
      r = round( v(i), 0.0000001 );
      /* creates a diagonally sparse matrix */
      if (i<_n_) then

  8. Hi Chris,

    I am trying to use your program verbatim to generate a heat map of the correlation matrix . The only problem is I have too many variables - about 43. So the labels are all overlapping and aren't readable, though the heatmap with the colors are generated fine. Could you point me to a fix or to the lines in your code which I would have to modify?


    • Chris Hemedinger
      Chris Hemedinger on

      If you want the labels and values to be readable, you might just need to increase the dimensions of the graph:

      ods graphics /height=1500px width=1500px imagemap tipmax=4000;

      Adding the TIPMAX option allows the higher number of hover-over tips to be included as well.

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