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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.
Canonical Correlation in IBM SPSS 20.
First, download the example
data file and open it in IBM SPSS 20. The file contains 500 rows and 8
variables (x1, x2, x3, x4, y1, y2, y3, y4).
Next, download and open the example
syntax file which contains the necessary MACRO for doing canonical
correlation. Once you download the syntax file, you can go to File, Open,
Syntax... in the SPSS menus.
When you open the syntax file, it should look similar to what is below.
Notice, the syntax for the Matrix operation is very long (i.e.
the image above only shows the first 44 lines of the 450 or so lines).
Next, you need to run or read-in the MACRO; essentially, highlight lines 10
through 443 and then click the 'run' button 
Once the MACRO has been read-in, you can then use the syntax to run the
canonical correlation (i.e. the highlighted syntax in the image below).
The resulting output will look a little different than what you would expect
from SPSS (i.e., most of the Matrix output is text rather than tables and
graphs). Part of the resulting output is displayed below:
Notice the first canonical solution provides a canonical correlation
coefficient of 0.609. As mentioned in the previous example, this would *not* be
the only statistic reported.
Reference: Clark, M. J. (2006). Canonical correlation with SPSS.
Benchmarks Online: RSS Matters, 01/2006. (Available
here)
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