Canonical Correlation Analysis

[Stefano Bevilacqua]

Hello,

I would like to make a canonical correlation analysis with:

y1 y2 y3 y4 y5 as dependent variables

x1 x2 x3 x4 x5 x6 x7 x8 x9 x10 as independent variables.

I would like to get the canonical coefficients for each independent variable in each linear combination, as well as the F-ratio and significance of each linear combination.

Any suggestion?

Thanks!

[Maxence Morlet]

Type:

help spearman

Based originally on Spearman's (1904) work in this paper: http://webspace.ship.edu/pgmarr/Geo4...o%20Things.pdf

This should help you.

[Stefano Bevilacqua]

Dear Maxence, I see there is also the command canon that indeed makes a canonical correlation analysis. Do you know maybe how to get the canonical coefficients - I want to inderstand how much of each (significant) linear combination is due to a specific variable x1 x2 x3 x4 ...

[Stefano Bevilacqua]

Dear Maxence, I see there is also the command canon that indeed makes a canonical correlation analysis. Do you know maybe how to get the canonical coefficients - I want to inderstand how much of each (significant) linear combination is due to a specific variable x1 x2 x3 x4 ...