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Page 229 Table 10.1 Means and standard deviations for depression data set.
data depress; set "c:\cama3\depress"; sex1 = sex - 1; run;
NOTE: The output from the proc corr used for the next table includes the information in this table.
Page 229 Table 10.2 Correlation matrix for depression data set.
proc corr data = depress; var cesd health sex1 age educat income; run;
The CORR Procedure
6 Variables: CESD HEALTH sex1 AGE EDUCAT INCOME
Simple Statistics
Variable N Mean Std Dev Sum Minimum Maximum
CESD 294 8.88435 8.82365 2612 0 47.00000
HEALTH 294 1.77211 0.83795 521.00000 1.00000 4.00000
sex1 294 0.62245 0.48560 183.00000 0 1.00000
AGE 294 44.41497 18.08544 13058 18.00000 89.00000
EDUCAT 294 3.47959 1.31073 1023 1.00000 7.00000
INCOME 294 20.57483 15.29012 6049 2.00000 65.00000
Pearson Correlation Coefficients, N = 294
Prob > |r| under H0: Rho=0
CESD HEALTH sex1 AGE EDUCAT INCOME
CESD 1.00000 0.21199 0.12359 -0.16414 -0.10142 -0.15804
0.0003 0.0342 0.0048 0.0825 0.0066
HEALTH 0.21199 1.00000 0.09817 0.30421 -0.26994 -0.18340
0.0003 0.0929 <.0001 <.0001 0.0016
sex1 0.12359 0.09817 1.00000 0.04355 -0.10598 -0.18028
0.0342 0.0929 0.4569 0.0696 0.0019
AGE -0.16414 0.30421 0.04355 1.00000 -0.20841 -0.19169
0.0048 <.0001 0.4569 0.0003 0.0010
EDUCAT -0.10142 -0.26994 -0.10598 -0.20841 1.00000 0.42897
0.0825 <.0001 0.0696 0.0003 <.0001
INCOME -0.15804 -0.18340 -0.18028 -0.19169 0.42897 1.00000
0.0066 0.0016 0.0019 0.0010 <.0001
Page 230 Table 10.3 Canonical correlation coefficients for first correlation (depression data set).
proc cancorr data = depress out=can; var cesd health; with sex age educat income; run;
The CANCORR Procedure
Canonical Correlation Analysis
Raw Canonical Coefficients for the VAR Variables
V1 V2
CESD -0.055489054 0.1018303601
HEALTH 1.1717792764 0.3437096752
Raw Canonical Coefficients for the WITH Variables
W1 W2
SEX 0.0512337805 0.8164422692
AGE 0.0481483703 -0.024468017
EDUCAT -0.292121349 -0.341960344
INCOME 0.0053689321 -0.036287
The CANCORR Procedure
Canonical Correlation Analysis
Standardized Canonical Coefficients for the VAR Variables
V1 V2
CESD -0.4896 0.8985
HEALTH 0.9819 0.2880
Standardized Canonical Coefficients for the WITH Variables
W1 W2
SEX 0.0249 0.3965
AGE 0.8708 -0.4425
EDUCAT -0.3829 -0.4482
INCOME 0.0821 -0.5548
Page 231 Table 10.4 Computation of correlation between U(1) and V(1).
These computations are based on the previous two tables.
Page 233 The second canonical correlations give at the top of the page.
NOTE: This output is part of the output given by the code above.
The CANCORR Procedure
Canonical Correlation Analysis
Standardized Canonical Coefficients for the VAR Variables
V1 V2
CESD -0.4896 0.8985
HEALTH 0.9819 0.2880
Standardized Canonical Coefficients for the WITH Variables
W1 W2
SEX 0.0249 0.3965
AGE 0.8708 -0.4425
EDUCAT -0.3829 -0.4482
INCOME 0.0821 -0.5548
Page 235 Figure 10.1 Plot of 294 pairs of the canonical variables U(1) and V(1) for the depression data set (canonical correlation = 0.405).
NOTE: We were unable to reproduce this graph.
Page 236 Table 10.5 Correlations between canonical variables and corresponding variables (depression data set).
NOTE: This output is part of that produced by the proc cancorr above.
Correlations Between the VAR Variables and Their Canonical Variables
V1 V2
CESD -0.2815 0.9596
HEALTH 0.8781 0.4785
Correlations Between the WITH Variables and Their Canonical Variables
W1 W2
SEX 0.0886 0.5247
AGE 0.9359 -0.2255
EDUCAT -0.5318 -0.6360
INCOME -0.2536 -0.7338
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