## Stata 15 help for canon

[MV] canon -- Canonical correlations

Syntax

canon (varlist1) (varlist2) [if] [in] [weight] [, options]

options Description ------------------------------------------------------------------------- Model lc(#) calculate the linear combinations for canonical correlation # first(#) calculate the linear combinations for the first # canonical correlations noconstant do not subtract means when calculating correlations

Reporting stdcoef output matrices of standardized coefficients stderr display raw coefficients and conditionally estimated standard errors level(#) set confidence level; default is level(95) test(numlist) display significance tests for the specified canonical correlations notests do not display tests format(%fmt) numerical format for coefficient matrices; default is format(%8.4f) ------------------------------------------------------------------------- by and statsby are allowed; see prefix. aweights and fweights are allowed; see weight. See [MV] canon postestimation for features available after estimation.

Menu

Statistics > Multivariate analysis > MANOVA, multivariate regression, and related > Canonical correlations

Description

canon estimates canonical correlations and provides the coefficients for calculating the appropriate linear combinations corresponding to those correlations.

canon typed without arguments redisplays previous estimation results.

Options

+-------+ ----+ Model +------------------------------------------------------------

lc(#) specifies that linear combinations for canonical correlation # be calculated. By default, all are calculated.

first(#) specifies that linear combinations for the first # canonical correlations be calculated. By default, all are calculated.

noconstant specifies that means not be subtracted when calculating correlations.

+-----------+ ----+ Reporting +--------------------------------------------------------

stdcoef specifies that the first part of the output contain the standard coefficients of the canonical correlations in matrix form. The default is to present the raw coefficients of the canonical correlations in matrix form.

stderr specifies that the first part of the output contains the raw coefficients of the canonical correlations, the conditionally estimated standard errors, and the conditionally estimated confidence intervals in the standard estimation table. The default is to present the raw coefficients of the canonical correlations in matrix form.

level(#) specifies the confidence level, as a percentage, for confidence intervals of the coefficients. The default is level(95) or as set by set level. These "confidence intervals" are the result of an approximate calculation; see the technical note in [MV] canon.

test(numlist) specifies that significance tests of the canonical correlations in the numlist be displayed. Because of the nature of significance testing, if there are three canonical correlations, test(1) will test the significance of all three correlations, test(2) will test the significance of canonical correlations 2 and 3, and test(3) will test the significance of the third canonical correlation alone.

notests specifies that significance tests of the canonical correlations not be displayed.

format(%fmt) specifies the display format for numbers in coefficient matrices. format(%8.4f) is the default. format() may not be specified with stderr.

Examples

Setup . sysuse auto

Estimate canonical correlations . canon (length weight headroom trunk) (displ mpg gear_ratio turn)

Same as above, but display standardized coefficients . canon (length weight headroom trunk) (displ mpg gear_ratio turn), stdcoef

Display raw coefficients and conditional standard errors in the standard estimation table . canon (length weight headroom trunk) (displ mpg gear_ratio turn), stderr

Stored results

canon stores the following in e():

Scalars e(N) number of observations e(df_r) residual degrees of freedom e(df) degrees of freedom e(df1) numerator degrees of freedom for significance tests e(df2) denominator degrees of freedom for significance tests e(n_lc) the linear combination calculated e(n_cc) number of canonical correlations calculated e(rank) rank of e(V)

Macros e(cmd) canon e(cmdline) command as typed e(wtype) weight type e(wexp) weight expression e(properties) b V e(estat_cmd) program used to implement estat e(predict) program used to implement predict e(marginsnotok) predictions disallowed by margins

Matrices e(b) coefficient vector e(stat_#) statistics for canonical correlation # e(stat_m) statistics for overall model e(canload11) canonical loadings for varlist_1 e(canload22) canonical loadings for varlist_2 e(canload12) correlation between varlist_1 and the canonical variates from varlist_2 e(canload21) correlation between varlist_2 and the canonical variates from varlist_1 e(rawcoef_var1) raw coefficients for varlist_1 e(rawcoef_var2) raw coefficients for varlist_2 e(stdcoef_var1) standard coefficients for varlist_1 e(stdcoef_var2) standard coefficients for varlist_2 e(ccorr) canonical correlation coefficients e(ccorr_var1) correlation matrix for varlist_1 e(ccorr_var2) correlation matrix for varlist_2 e(ccorr_mixed) correlation matrix between varlist_1 and varlist_2 e(V) variance-covariance matrix of the estimators

Functions e(sample) marks estimation sample

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