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Table 10.1, page 229.
use http://www.ats.ucla.edu/stat/stata/examples/cama3/depress.dta, clear
gen sex1 = sex - 1
tabstat cesd health sex1 age educat income, statistics(mean sd) col(stat)
variable | mean sd
-------------+--------------------
cesd | 8.884354 8.823655
health | 1.772109 .8379466
sex1 | .622449 .485601
age | 44.41497 18.08544
educat | 3.479592 1.31073
income | 20.57483 15.29012
----------------------------------
Table 10.2, page 229.
correlate cesd health sex age educat income
(obs=294)
| cesd health sex age educat income
-------------+------------------------------------------------------
cesd | 1.0000
health | 0.2120 1.0000
sex | 0.1236 0.0982 1.0000
age | -0.1641 0.3042 0.0435 1.0000
educat | -0.1014 -0.2699 -0.1060 -0.2084 1.0000
income | -0.1580 -0.1834 -0.1803 -0.1917 0.4290 1.0000
Table 10.3, page 230.
canon (cesd health) (sex age educat income), test(1 2) Linear combinations for canonical correlations Number of obs = 294 ------------------------------------------------------------------------------ | Coef. Std. Err. t P>|t| [95% Conf. Interval] -------------+---------------------------------------------------------------- u1 | cesd | -.0554891 .0153463 -3.62 0.000 -.085692 -.0252861 health | 1.171779 .1615978 7.25 0.000 .8537398 1.489819 -------------+---------------------------------------------------------------- v1 | sex | .0512338 .2781572 0.18 0.854 -.4962057 .5986732 age | .0481484 .0075581 6.37 0.000 .0332733 .0630234 educat | -.2921213 .1133617 -2.58 0.010 -.5152277 -.069015 income | .0053689 .0097879 0.55 0.584 -.0138946 .0246324 -------------+---------------------------------------------------------------- u2 | cesd | -.1018304 .0246842 -4.13 0.000 -.1504111 -.0532496 health | -.3437097 .2599267 -1.32 0.187 -.8552697 .1678503 -------------+---------------------------------------------------------------- v2 | sex | -.8164423 .4474102 -1.82 0.069 -1.696987 .0641029 age | .024468 .0121571 2.01 0.045 .0005418 .0483943 educat | .3419603 .1823399 1.88 0.062 -.0169016 .7008223 income | .036287 .0157436 2.30 0.022 .005302 .067272 ------------------------------------------------------------------------------ (Standard errors estimated conditionally) Canonical correlations: 0.4050 0.2655 ---------------------------------------------------------------------------- Tests of significance of all canonical correlations Statistic df1 df2 F Prob>F Wilks' lambda .777022 8 576 9.6800 0.0000 e Pillai's trace .234543 8 578 9.5985 0.0000 a Lawley-Hotelling trace .272081 8 574 9.7609 0.0000 a Roy's largest root .196233 4 289 14.1779 0.0000 u ---------------------------------------------------------------------------- e = exact, a = approximate, u = upper bound on F Test of significance of canonical correlations 1-2 Statistic df1 df2 F Prob>F Wilks' lambda .777022 8 576 9.6800 0.0000 e ---------------------------------------------------------------------------- Test of significance of canonical correlation 2 Statistic df1 df2 F Prob>F Wilks' lambda .9295 3 289 7.3067 0.0001 e ---------------------------------------------------------------------------- e = exact, a = approximate, u = upper bound on F /* Standardized Coefficients */ canon, stdcoef notests Canonical correlation analysis Number of obs = 294 Standardized coefficients for the first variable set | 1 2 -------------+-------------------- cesd | -0.4896 0.8985 health | 0.9819 0.2880 ---------------------------------- Standardized coefficients for the second variable set | 1 2 -------------+-------------------- sex | 0.0249 -0.3965 age | 0.8708 0.4425 educat | -0.3829 0.4482 income | 0.0821 0.5548 ---------------------------------- ---------------------------------------------------------------------------- Canonical correlations: 0.4050 0.2655Table 10.4, page 231.NOTE: These computations are based on the previous table.
Page 233. The second canonical correlations are also given above.
Figure 10.1, page 235. Note: The shape of the plot is essentially the same as in the book, the values are just shifted slightly and the aspect ratio is different.predict u1 if e(sample), u corr(1) predict v1 if e(sample), v corr(1) scatter u1 v1Table 10.5, page 236.NOTE: The signs of the canonical correlations are arbitrary. Hence, even though the signs shown in the output below are different to those shown in the text, both are correct.
estat loadings Canonical loadings for variable list 1 | 1 2 -------------+-------------------- cesd | -0.2815 -0.9596 health | 0.8781 -0.4785 ---------------------------------- Canonical loadings for variable list 2 | 1 2 -------------+-------------------- sex | 0.0886 -0.5247 age | 0.9359 0.2255 educat | -0.5318 0.6360 income | -0.2536 0.7338 ---------------------------------- Correlation between variable list 1 and canonical variates from list 2 | 1 2 -------------+-------------------- cesd | -0.1140 -0.2548 health | 0.3556 -0.1270 ---------------------------------- Correlation between variable list 2 and canonical variates from list 1 | 1 2 -------------+-------------------- sex | 0.0359 -0.1393 age | 0.3791 0.0599 educat | -0.2154 0.1689 income | -0.1027 0.1948 ----------------------------------
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