Lab 10 -- Canonical Correlation On SPSS

The Situation Needed Syntax Files The SPSS Steps The Output Interpretation In situations in which there are multiple dependent as well as predictor variables, one may elect to perform "multiple" multiple regressions. An alternative method of analysis is canonical correlation. In this technique, one creates a linear combination of both the predictor and dependent variables. In essence, one optimizes each linear composite such that the correlation between the composite scores is maximized. A series of p such canonical correlations is possible, where p is the number of variables in the smaller set. To get these weights, an eigenanalysis of an asymetric matrix is involved. You must do Canonical Correlation in SPSS using syntax. SPSS provides a canned syntax file (Canonical_correlation.sps) used for accomplishing a Canonical Correlation on generic data sets. On individual PC installations, it is copied to the SPSS directory, but in a network installation, as in our computer labs, the file can be difficult to find. You must create (or edit from the example included herein) another syntax file that gives specific information about your data set (I have called this file Cancor.sps). This file (Cancor.sps) acts as an "interface" between your data set and the generic SPSS Canonical Correlation syntax file; it calls the SPSS file with information specific to your data file. Thus, you need three files, the two syntax files necessary are: Canononical_correlation.sps, and Cancor.sps You also need an amenable data file. For this example, we will use the data file from the Factor Analysis lab (PCPADEMO.sav). Although this file is amenable to Canonical Correlation in respect to the variable structure, it may not be a very interesting possibility. Though the location and association of these files can be set up in a variety of ways, we will put all of the files in the same directory. I will use a disk for simplicity sake, but it could be any directory on your computer. (However, if you do elect to use other than the "A:" floppy, the path will need to be changed in Cancor.sps.) So your first task is to copy the two "sps" files (note that this is the suffix used by SPSS for syntax files) to a floppy disk. These are available in this Canonical Correlation folder (these instructions are in that folder). Next, copy your data file (we will use PCPADEMO.sav here) to the same disk. The steps to accomplish the Ridge Regression are: 1. Open the data file (PCPADEMO.sav) using SPSS, 2. Open (double-click) the syntax file with information about the data set (Cancor.sps), 3. Modify Cancor.sps to fit your data, 4. In the syntax window, click Run/All -- your output should follow. Step # 3 deserves some elaboration. The Cancor.sps file is:

INCLUDE 'Canonical correlation.sps'. CANCORR SET1=height armspan forearm lowerleg /

SET2=weight diameter girth width/ .

You need to change those parts that I have highlighted in RED. Thus, simply change the variable names for each "side" to those in your file. The output (below) shows a variety of findings.
Creain frSt1 orltos o eHIH AMPN FRAMLWRE EGT RSA OER OELG HIH EGT 100 .00 .40 86 .00 85 .50 89 AMPN RSA .40 100 86 .00 .80 81 .20 86 FRAM OER .00 85 .80 100 81 .00 .00 81 LWRE OELG .50 89 .20 86 .00 100 81 .00

Creain frSt2 orltos o eWIH DAEE EGT IMTR WIH EGT 100 .00 .60 72 DAEE IMTR .60 100 72 .00 GRH IT .30 70 .80 53 WDH IT .20 69 .70 57

GRH IT .30 70 .80 53 100 .00 .30 59

WDH IT .20 69 .70 57 .30 59 100 .00

Creain BtenSt1adSt2 orltos ewe e- n eWIH DAEE EGT IMTR GRH IT HIH EGT .70 43 .90 38 .00 31 AMPN RSA .70 36 .20 36 .70 27 FRAM OER .80 30 .10 39 .30 27 LWRE OELG .30 46 .20 39 .20 37

WDH IT .80 32 .10 45 .40 35 .60 35

CnnclCreain aoia orltos 1 .9 46 2 .0 33 3 .9 13 4 .4 01

Ts ta rmiigcreain aezr: et ht eann orltos r eo Wl' iks CiS h-Q D F Sg i. 1 .5 1539 1.0 68 2.2 600 .0 00 2 .7 83 4.0 083 900 .0 .0 00 3 .6 91 1.9 187 400 .0 .1 08 4 .9 98 .1 52 100 .0 .7 44

Sadrie CnnclCefcet frSt1 tnadzd aoia ofiins o e1 2 3 4 HIH EGT -96 .0 128 .6 -92 -.0 .1 139 AMPN RSA .4 19 -.1 237 -56 .2 -67 .3 FRAM OER -03 .9 .8 90 -68 .3 185 .7 LWRE OELG -13 .6 -11 .5 205 .9 .2 38

RwCnnclCefcet frSt1 a aoia ofiins o e1 2 3 HIH EGT -05 .4 .6 03 -06 .4 AMPN RSA .1 00 -14 .5 -05 .3 FRAM OER -09 .1 .9 16 -17 .2 LWRE OELG -06 .1 -05 .1 .0 29

4 -05 .6 -02 .4 .7 34 .3 03

Sadrie CnnclCefcet frSt2 tnadzd aoia ofiins o e1 2 3 4 WIH EGT -86 .9 107 .8 .4 42 117 .8 DAEE IMTR -10 .0 .8 16 -99 -.2 .6 123 GRH IT .3 26 -53 .4 104 .4 -87 .6 WDH IT -24 -.3 .6 118 -37 .9 .8 43

RwCnnclCefcet frSt2 a aoia ofiins o e1 2 3 WIH EGT -00 .3 .3 06 .1 05 DAEE IMTR -04 .1 .2 06 -18 .3 GRH IT .3 04 -07 .7 .4 19 WDH IT -08 .3 -12 .6 -07 .5

4 .3 09 -14 .7 -14 .2 .6 09

CnnclLaig frSt1 aoia odns o e1 2 3 HIH EGT -95 .9 -02 .3 -01 .7 AMPN RSA -85 .3 -55 .0 -19 .2 FRAM OER -82 .2 -11 .6 -18 .5 LWRE OELG -83 .9 -10 .9 .6 36

4 -07 .5 .7 19 .2 53 .8 10

CosLaig frSt1 rs odns o e1 2 HIH EGT -44 .9 -00 .1 AMPN RSA -44 .1 -13 .5 FRAM OER -48 .0 -09 .4 LWRE OELG -43 .4 -08 .5

3 -04 .1 -05 .2 -00 .3 .7 01

4 -02 .0 .0 07 .2 02 .0 07

CnnclLaig frSt2 aoia odns o e1 2 3 WIH EGT -96 .6 .1 17 .1 27 DAEE IMTR -78 .9 .4 01 -22 .5 GRH IT -69 .1 -24 .5 .8 58 WDH IT -78 .5 -69 .3 -15 .1

4 -05 .7 -56 .4 -44 .5 .5 06

CosLaig frSt2 rs odns o e1 2 WIH EGT -49 .7 .3 05 DAEE IMTR -36 .9 .1 03 GRH IT -37 .0 -07 .7 WDH IT -36 .7 -14 .9

3 .4 02 -09 .4 .1 14 -02 .2

4 -03 .0 -03 .2 -09 .1 .0 02

Rdnac Aayi: eudny nlss Pooto o Vrac o St1Epandb IsOnCn Vr rprin f aine f e- xlie y t w a. a. Po Vr rp a C11 V.9 70 C12 V.7 09 C13 V.4 05 C14 V.8 05

Pooto o Vrac o St1Epandb Opst CnVr rprin f aine f e- xlie y poie a.a. Po Vr rp a

C21 VC22 VC23 VC24 V-

.9 14 .0 07 .0 02 .0 00

Pooto o Vrac o St2Epandb IsOnCn Vr rprin f aine f e- xlie y t w a. a. Po Vr rp a C21 V.3 62 C22 V.2 12 C23 V.1 17 C24 V.2 18

Pooto o Vrac o St2Epandb Opst Cn Vr rprin f aine f e- xlie y poie a. a. Po Vr rp a C11 V.5 15 C12 V.1 01 C13 V.0 04 C14 V.0 00 --- EDMTI ----- N ARX --

Interpretation The intercorrelation matrix for Set-1, and Set-2 are pretty much self explanatory. As well, the correlations between Set-1 and Set-2 are simple. These three matrices comprise all of the possible bivariate correlations between these variables and compose the information necessary to accomplish the Canonical Correlation. As the number of variables in each set is 4, the smallest number is 4 and we have, as a result, 4 Canonical Correlations ranging from .496 to .041. The p values show three of the four Canonical Correlations significant. In order for these correlations to be meaningful, however, we must assign construct names to each composite in each pair. This can be done by considering the weights used in construction the canonical variate ("Standardized Canonical Coefficients "), or by using the loadings, which, as in factor analysis, are the correlations of each variable with each canonical variate. I leave it to you to consider the nature of these relationships.