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.