SAS典型相关分析中 Squared Multiple Correlations Between the WITH Variables and theFirst M Canonical Variables of the VAR Variables, 这里的 theFirst M Canonical Variables 是什么意思呢,特此求教,在线等
WITH变量与VAR变量的前M个典则变量的复相关系数平方。
下面为示例,详细案例及结果说明可参考帮助文档。。
Squared Multiple Correlations Between the VAR Variables and
the First M Canonical Variables of the WITH Variables
M 1 2
X1 0.3009 0.3744
X2 0.4814 0.4895
Squared Multiple Correlations Between the WITH Variables
and the First M Canonical Variables of the VAR Variables
M 1 2
Y1 0.4141 0.4466
Y2 0.3816 0.4259
最后一部分结果分别为X1、X2与W1,X1、X2与(W1 +W2),Y1、Y2与V1,Y1、Y2与(V1 +V2)复相关系数的平方。如X1与(W1 +W2)的复相关系数平方为0.3744,Y1与V1的复相关系数平方为0.4141。