A NOTE ON CANONICAL CORRELATION ANALYSIS IN SPSS

The SPSS menu does not offer canonical correlation analysis. There are two ways to get it, both requiring the use of syntax. One is to use the Canonical correlation.sps macro. The macro is a part of the SPSS package and  can be found  in a subdirectory where SPSS is installed.  The other way is to use MANOVA with DISCRIM subcommand.

To use MANOVA, type the following in the syntax window:

MANOVA set1 WITH set2

/DISCRIM ALL ALPHA(1) 

/PRINT SIG(EIG DIM).

Replace set 1 and set2 with the variable lists. Then run the program by selecting Run from the menu (be sure that your data set is open in the data window).

To use the canonical correlation macro,locate the file Canonical correlation.sps on your computer. Suppose that it is in c:\Program Files\spss. In the syntax window, type

include file 'c:\Program files\spss\canonical correlation.sps'. 

cancorr set1=var1 var2 var3

/set2=var4 var5 var6.

Replace var1-var6 with variable names to be used in the canonical correlation analysis. 

 The outputs are not exactly the same. The MANOVA output contains also multivariate regression results in addition to canonical correlation analysis. The canonical correlation coefficients in the macro output have the same values, but opposite signs to the ones in the MANOVA output. The table names are also different, for example, the correlations between the variables under analysis and canonical variables are called loadings in the macro output.