In reply to George Franke.

Correct. I included the t statistic for the test of independence, but I did not discuss the test itself. One way to implement the test is to use a resampling technique, which as you say can be implemented in IML. I thought the main ideas were very neat, but I don't know how many people want to run this test for independence in SAS, given that it is limited to small/moderate data sets. I'll keep your idea in the back of my mind.