proc iml;
options nodate pagesize=60 linesize=80;
*This program generates a sampling distribution of correlation coefficients.
You need to input parameter rho, the sample size N, and the number of samples Nsam;
*input rho in matrix r in the off diagonal both above and below:;
r= {1 .3,
   .3  1};
rho1 = r[2,1];
*Input the sample size;
N=30;
*Input the number of smaples;
Nsam=10000;
print 'input data';
print 'rho is' rho1;
print 'sample size is' N;
print 'iterations = ' Nsam; 
out1 = j(Nsam,1,-9);
do h=1 to Nsam; * Set for Nsam iterations;
sample = normal(j(N,2,0));
sample = sample*half(r);
corr1=corr(sample);
out1[h,]=corr1[2,1];
end;
*create output datasets;
create out2 from out1;
append from out1;
quit;
data d2; set out2;
*If you want to save the distribution, write to an external file;
*file 'c:/sas/mike/corrs';
*put col1 8.4;
**************************************************
*power analysis;
**************************************************;
min = .26;
result = 0;
if col1 gt min then result = 1;
proc univariate plot normal;
run;