CANONICAL CORRELATION HANDOUTSteps for canonical correlation analysis in SPSS: 1. 2. Open the file: canonical correlation macro.sps When it opens in syntax editor, go to RUN menu and select Run All. You will see the lines below in Output screen: preserve. set printback=off. 3. Then open and run the file : canonical correlation syntax.sps Or, write the following lines to an empty syntax file and Run All. CANCORR SET1=X20 X21 / SET2=X6 X7 X8 X9 X10 X11 X12 X13 X15 X16 X17 / . You will get the output below. NOTE: ALL OUTPUT INCLUDING ERROR MESSAGES HAVE BEEN TEMPORARILY SUPPRESSED. IF YOU EXPERIENCE UNUSUAL BEHAVIOR THEN RERUN THIS MACRO WITH AN ADDITIONAL ARGUMENT /DEBUG='Y'. BEFORE DOING THIS YOU SHOULD RESTORE YOUR DATA FILE. THIS WILL FACILITATE FURTHER DIAGNOSTICS OF ANY PROBLEMS

MatrixRun MATRIX procedure: Correlations for Set-1 x20 x21 x20 1.0000 .6609 x21 .6609 1.0000 Correlations x6 x6 1.0000 x7 -.0343 x8 .0866 x9 .0896 x10 -.0539 x11 .5093 x12 -.1161 x13 -.4481 x15 .1356 x16 .0830 x17 -.4872 for Set-2 x7 x8 -.0343 .0866 1.0000 .0405 .0405 1.0000 .1918 .1519 .5052 .0278 .0771 .1693 .7882 .0857 .1773 -.0918 -.0410 -.0378 .2169 .1207 .1862 -.0292

x9 .0896 .1918 .1519 1.0000 .2342 .5683 .2557 -.0773 .0904 .7411 .4177

x10 -.0539 .5052 .0278 .2342 1.0000 .1167 .6268 .0992 .0627 .2301 .2601

x11 .5093 .0771 .1693 .5683 .1167 1.0000 .0504 -.4826 .1264 .4435 -.3492

x12 -.1161 .7882 .0857 .2557 .6268 .0504 1.0000 .2000 .0087 .2837 .2722

x13 -.4481 .1773 -.0918 -.0773 .0992 -.4826 .2000 1.0000 -.1213 -.0605 .4697

x15 .1356 -.0410 -.0378 .0904 .0627 .1264 .0087 -.1213 1.0000 .1371 .0470

x16 .0830 .2169 .1207 .7411 .2301 .4435 .2837 -.0605 .1371 1.0000 .4193

x17 -.4872 .1862 -.0292 .4177 .2601 -.3492 .2722 .4697 .0470 .4193 1.0000

Correlations Between Set-1 and Set-2 x6 x7 x8 x9 x20 .4360 .3040 .2439 .4332 x21 .4334 .2352 .2090 .4088 Canonical Correlations 1 .765 2 .203

x10 .2332 .2370

x11 .4622 .4623

x12 .3872 .3380

x13 -.1926 -.2177

x15 .1319 .0673

x16 .4238 .3146

x17 .0458 -.0028

Test that remaining correlations are zero: Wilk's Chi-SQ DF Sig. 1 .398 177.021 22.000 .000 2 .959 8.067 10.000 .622 Standardized Canonical Coefficients for Set1 2 x20 -.632 -1.173 x21 -.463 1.249 1

Raw Canonical Coefficients for Set-1 1 2 x20 -.583 -1.083 x21 -.519 1.399 Standardized Canonical Coefficients for Set-2 1 2 x6 -.631 .124 x7 .139 -.595 x8 -.161 -.177 x9 -.026 .650 x10 .120 .335 x11 -.416 .291 x12 -.657 .277 x13 .087 -.154 x15 .013 -.382 x16 .043 -1.148 x17 -.421 .123 Raw Canonical Coefficients for Set-2 1 2 x6 -.456 .090 x7 .181 -.774 x8 -.097 -.107 x9 -.021 .537 x10 .105 .292 x11 -.315 .221 x12 -.582 .245 x13 .055 -.097 x15 .009 -.255 x16 .047 -1.259 x17 -.353 .103 Canonical Loadings for Set-1 1 2 x20 -.938 -.348 x21 -.881 .474 Cross Loadings for Set-1 1 2 x20 -.717 -.071 x21 -.674 .096 Canonical Loadings for Set-2 1 2 x6 -.622 .147 x7 -.393 -.310 x8 -.328 -.123 x9 -.605 .012 x10 -.336 .111 x11 -.661 .174 x12 -.524 -.158 x13 .291 -.227 x15 -.150 -.348 x16 -.540 -.514 x17 -.036 -.282 Cross Loadings for Set-2 1 2 x6 -.476 .030 x7 -.301 -.063 x8 -.251 -.025 x9 -.463 .003 x10 -.257 .022 x11 -.506 .035 x12 -.401 -.032 x13 .222 -.046 x15 -.114 -.071 x16 -.413 -.104 x17 -.028 -.057

Redundancy Analysis: Proportion of Variance of Set-1 Explained by Its Own Can. Var. Prop Var CV1-1 .827 CV1-2 .173 Proportion of Variance of Set-1 Explained by Opposite Can.Var. Prop Var CV2-1 .484 CV2-2 .007 Proportion of Variance of Set-2 Explained by Its Own Can. Var. Prop Var CV2-1 .204 CV2-2 .065 Proportion of Variance of Set-2 Explained by Opposite Can. Var. Prop Var CV1-1 .119 CV1-2 .003 ------ END MATRIX -----