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The CANCORR Procedure |

**PROC CANCORR***< options >***;**

The PROC CANCORR statement starts the CANCORR procedure and optionally identifies input and output data sets, specifies the analyses performed, and controls displayed output. Table 20.1 summarizes the options.

Task |
Options |
Description |

Specify computational details | EDF= | specify error degrees of freedom if input observations are regression residuals |

NOINT | omit intercept from canonical correlation and regression models | |

RDF= | specify regression degrees of freedom if input observations are regression residuals | |

SINGULAR= | specify the singularity criterion | |

Specify input and output data sets | DATA= | specify input data set name |

OUT= | specify output data set name | |

OUTSTAT= | specify output data set name containing various statistics | |

Specify labeling options | VNAME= | specify a name to refer to VAR statement variables |

VPREFIX= | specify a prefix for naming VAR statement canonical variables | |

WNAME= | specify a name to refer to WITH statement variables | |

WPREFIX= | specify a prefix for naming WITH statement canonical variables | |

Control amount of output | ALL | produce simple statistics, input variable correlations, and canonical redundancy analysis |

CORR | produce input variable correlations | |

NCAN= | specify number of canonical variables for which full output is desired | |

NOPRINT | suppress all displayed output | |

REDUNDANCY | produce canonical redundancy analysis | |

SHORT | suppress default output from canonical analysis | |

SIMPLE | produce means and standard deviations | |

Request regression analyses | VDEP | request multiple regression analyses with the VAR variables as dependents and the WITH variables as regressors |

VREG | request multiple regression analyses with the VAR variables as regressors and the WITH variables as dependents | |

WDEP | same as VREG | |

WREG | same as VDEP | |

Specify regression statistics | ALL | produce all regression statistics and includes these statistics in the OUTSTAT= data set |

B | produce raw regression coefficients | |

CLB | produce 95% confidence interval limits for the regression coefficients | |

CORRB | produce correlations among regression coefficients | |

INT | request statistics for the intercept when you specify the B, CLB, SEB, T, or PROBT option | |

PCORR | display partial correlations between regressors and dependents | |

PROBT | display probability levels for t statistics | |

SEB | display standard errors of regression coefficients | |

SMC | display squared multiple correlations and F tests | |

SPCORR | display semipartial correlations between regressors and dependents | |

SQPCORR | display squared partial correlations between regressors and dependents | |

SQSPCORR | display squared semipartial correlations between regressors and dependents | |

STB | display standardized regression coefficients | |

T | display t statistics for regression coefficients |

**ALL**-
displays simple statistics, correlations among the
input variables, the confidence limits for the regression
coefficients, and the canonical redundancy analysis.
If you specify the VDEP or WDEP option, the ALL option displays
all related regression statistics (unless the NOPRINT option
is specified)
and includes these statistics in the OUTSTAT= data set.
**B**-
produces raw regression coefficients from the regression analyses.
**CLB**-
produces the 95% confidence limits for the regression coefficients
from the regression analyses.
**CORR****C**-
produces correlations among the original variables.
If you include a PARTIAL statement, the CORR option produces a
correlation matrix for all variables in the analysis,
the regression statistics (
*R*, RMSE), the standardized regression coefficients for both the VAR and WITH variables as predicted from the PARTIAL statement variables, and partial correlation matrices.^{2} **CORRB**-
produces correlations among the regression coefficient estimates.
**DATA=***SAS-data-set*-
names the SAS data set to be analyzed by PROC CANCORR.
It can be an ordinary SAS data set or a TYPE=CORR,
COV, FACTOR, SSCP, UCORR, or UCOV data set.
By default, the procedure uses the most
recently created SAS data set.
**EDF=***error-df*-
specifies the error degrees of freedom if the input
observations are residuals from a regression analysis.
The effective number of observations is the EDF= value plus one.
If you have 100 observations, then specifying EDF=99
has the same effect as omitting the EDF= option.
**INT**-
requests that statistics for the intercept be included when B, CLB,
SEB, T, or PROBT is specified for the regression analyses.
**NCAN=***number*-
specifies the number of canonical variables
for which full output is desired.
The
*number*must be less than or equal to the number of canonical variables in the analysis.

The value of the NCAN= option specifies the number of canonical variables for which canonical coefficients and canonical redundancy statistics are displayed, and the number of variables shown in the canonical structure matrices. The NCAN= option does not affect the number of displayed canonical correlations.

If an OUTSTAT= data set is requested, the NCAN= option controls the number of canonical variables for which statistics are output. If an OUT= data set is requested, the NCAN= option controls the number of canonical variables for which scores are output. **NOINT**-
omits the intercept from the canonical
correlation and regression models.
Standard deviations, variances, covariances, and correlations
are not corrected for the mean.
If you use a TYPE=SSCP data set as input to the CANCORR
procedure and list the variable Intercept in the VAR or WITH
statement, the procedure runs as if you also specified the NOINT option.
If you use NOINT and also create an OUTSTAT=
data set, the data set is TYPE=UCORR.
**NOPRINT**- suppresses the display of all output. Note that this option temporarily disables the Output Delivery System (ODS). For more information, see Chapter 15, "Using the Output Delivery System."
**OUT=***SAS-data-set*-
creates an output SAS data set to contain all the
original data plus scores on the canonical variables.
If you want to create a permanent SAS data set,
you must specify a two-level name.
The OUT= option cannot be used when the DATA= data
set is TYPE=CORR, COV, FACTOR, SSCP, UCORR, or UCOV.
For details on OUT= data sets, see
the section "Output Data Sets".
Refer to
*SAS Language Reference: Concepts*for more information on permanent SAS data sets. **OUTSTAT=***SAS-data-set*-
creates an output SAS data set containing various statistics,
including the canonical correlations and coefficients
and the multiple regression statistics you request.
If you want to create a permanent SAS data set,
you must specify a two-level name.
For details on OUTSTAT= data sets, see
the section "Output Data Sets".
Refer to
*SAS Language Reference: Concepts*for more information on permanent SAS data sets. **PCORR**-
produces partial correlations between regressors and
dependent variables, removing from each dependent
variable and regressor the effects of all other regressors.
**PROBT**-
produces probability levels for the
*t*statistics in the regression analyses. **RDF=***regression-df*-
specifies the regression degrees of freedom if the input
observations are residuals from a regression analysis.
The effective number of observations is
the actual number minus the RDF= value.
The degrees of freedom for the intercept
should not be included in the RDF= option.
**REDUNDANCY****RED**-
produces canonical redundancy statistics.
**SEB**-
produces standard errors of the regression coefficients.
**SHORT**-
suppresses all default output from the canonical analysis except
the tables of canonical correlations and multivariate statistics.
**SIMPLE****S**-
produces means and standard deviations.
**SINGULAR=***p***SING=***p*-
specifies the singularity criterion, where 0<
*p*<1. If a variable in the PARTIAL statement has an*R*as large as 1-^{2}*p*(where*p*is the value of the SINGULAR= option) when predicted from the variables listed before it in the statement, the variable is assigned a standardized regression coefficient of 0, and the LOG generates a linear dependency warning message. By default, SINGULAR=1E-8. **SMC**-
produces squared multiple correlations and
*F*tests for the regression analyses. **SPCORR**-
produces semipartial correlations between regressors
and dependent variables, removing from each
regressor the effects of all other regressors.
**SQPCORR**-
produces squared partial correlations between regressors and
dependent variables, removing from each dependent variable
and regressor the effects of all other regressors.
**SQSPCORR**-
produces squared semipartial correlations between
regressors and dependent variables, removing from
each regressor the effects of all other regressors.
**STB**-
produces standardized regression coefficients.
**T**-
produces
*t*statistics for the regression coefficients. **VDEP****WREG**-
requests multiple regression analyses with the VAR variables
as dependent variables and the WITH variables as regressors.
**VNAME=***'label'***VN=***'label'*-
specifies a character constant to
refer to variables from the VAR statement on the output.
Enclose the constant in single quotes.
If you omit the VNAME= option, these variables
are referred to as the VAR Variables.
The number of characters in the label should not exceed the label
length defined by the VALIDVARNAME= system option. For more
information on the VALIDVARNAME= system option,
refer to
*SAS Language Reference: Dictionary*. **VPREFIX=***name***VP=***name*-
specifies a prefix for naming canonical
variables from the VAR statement.
By default, these canonical variables
are given the names V1, V2, and so on.
If you specify VPREFIX=ABC,
the names are ABC1, ABC2, and so forth.
The number of characters in the prefix plus the number of digits
required to designate the variables should not exceed the name length
defined by the VALIDVARNAME= system option. For more
information on the VALIDVARNAME= system option,
refer to
*SAS Language Reference: Dictionary*. **WDEP****VREG**-
requests multiple regression analyses with the WITH variables
as dependent variables and the VAR variables as regressors.
**WNAME=***'label'***WN=***'label'*-
specifies a character constant to
refer to variables in the WITH statement on the output.
Enclose the constant in quotes.
If you omit the WNAME= option, these variables
are referred to as the WITH Variables.
The number of characters in the label should not exceed the label
length defined by the VALIDVARNAME= system option. For more
information, on the VALIDVARNAME= system option,
refer to
*SAS Language Reference: Dictionary*. **WPREFIX=***name***WP=***name*-
specifies a prefix for naming canonical
variables from the WITH statement.
By default, these canonical variables
are given the names W1, W2, and so on.
If you specify WPREFIX=XYZ, then the
names are XYZ1, XYZ2, and so forth.
The number of characters in the prefix plus the number of digits
required to designate the variables should not exceed the label
length defined by the VALIDVARNAME= system option.
For more
information, on the VALIDVARNAME= system option,
refer to
*SAS Language Reference: Dictionary*.

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