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Canonical Correlation in SPSS 18.
Many analyses are available in the Analyze menu from simple correlations to
multivariate design BUT; some are only available through the use of syntax.
Canonical correlation is one such analysis; it is only available through
syntax if you want to save values associated with it (e.g. canonical scores). A
good reference for this stuff can be found
here.
First, import the
CCdata.sav file.
Next, open a new syntax window by going through File, New, Syntax.

Next, you will need to find a particular file called "Canonical
correlation.sps". This file should be located inside the English
directory, which itself is inside the Samples directory of your PASW/SPSS
installation. Notice the file path in the syntax below. With the new syntax
window open, you will need to type the following syntax. Pay particular
attention to the periods at the end of the first line and the third line of
syntax. Also note; the variable names are in lower case in lines 2 and 3 of the
syntax.

It is important to note at the outset; when the cancorr function is run, it
will alter the existing data set by saving canonical scores as new variables to
the right of any existing variables in the data set.
You can now highlight all three lines of the syntax and then click on the big
green (run selection) arrow / triangle in the tool bar.


Once you submit the syntax and it runs properly, you should be looking at the
new (altered) data file which is noticeable because of the new variables listed
to the right of the original variables.
The top / beginning of the output should look similar to that displayed
below. Note that most of the output is simply text. Also note that here there
were 3 canonical solutions. Generally, the first canonical solution is the best.
Notice the actual canonical correlation for the first solution located at the top,
inside the red ellipse (rc =
.353). Of course, this would not be the only statistic interpreted or reported
with canonical correlation. The remaining output provides all the standardized
and raw loadings and coefficients, as well as the variate correlations that are
necessary parts of interpreting a canonical solution.

In general, it would be fair to say our personality composite accounts for
only 12.46 % of the variance in our engagement composite (.353 * .353 = .1246).
Again, this would not be the only statistic interpreted or reported.
Reference: Clark, M. J. (2006). Canonical correlation with SPSS.
Benchmarks Online: RSS Matters, 01/2006. (Available
here)
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