  We present a statistical parallax analysis of low-mass dwarfs from the Sloan
Digital Sky Survey (SDSS). We calculate absolute r-band magnitudes (M_r) as a
function of color and spectral type, and investigate changes in M_r with
location in the Milky Way. We find that magnetically active M dwarfs are
intrinsically brighter in M_r than their inactive counterparts at the same
color or spectral type. Metallicity, as traced by the proxy zeta, also affects
M_r, with metal poor stars having fainter absolute magnitudes than higher
metallicity M dwarfs at the same color or spectral type. Additionally, we
measure the velocity ellipsoid and solar reflex motion for each subsample of M
dwarfs. We find good agreement between our measured solar peculiar motion and
previous results for similar populations, as well as some evidence for
differing motions of early and late M type populations in U and W velocities
that cannot be attributed to asymmetric drift. The reflex solar motion and the
velocity dispersions both show that younger populations, as traced by magnetic
activity and location near the Galactic plane, have experienced less dynamical
heating. We introduce a new parameter, the independent position altitude (IPA),
to investigate populations as a function of vertical height from the Galactic
plane. M dwarfs at all types exhibit an increase in velocity dispersion when
analyzed in comparable IPA subgroups.
