第十章-典型相关分析.pptVIP

典型变量和原始变量之间的样本相关相关系数矩阵 被解释的样本方差的比例 Proportion of Sample Variances Explained by the Canonical Variables Example 10.7 大样本推断Result 10.3 Bartlett’s 修正 典型相关系数的显著性检验 Example 10.8 Example 10.8 /cgi-bin/wa?A2=ind0710L=spssx-lH=1P=15613 SPSS program MANOVAVAR1 VAR2 VAR3 WITH VAR4 VAR5 VAR6/DISCRIM RAW STAN ESTIM CORR ALPHA(1)/PRINT SIGNIF(MULT UNIV EIGN DIMNER) SIGNIF(EFSIZE) CELLINFO(CORR)/NOPRINT PARAM(ESTIM)/POWER T(.05) F(.05)/METHOD=UNIQUE/ERROR WITHIN+RESIDUAL/DESIGN. Open a new sytax,cope it. Then, we need change the var1 ….to your variable . 上面为各典型变量与变量组1中各变量间标化与未标化的系数列表，由此我们可以写出典型变量的转换公式(标化的)为：? ? L1=0.05759*var00001+0.22244*var02??-0.12806*var03 上表为第一变量组中各变量分别与自身、相对的典型变量的相关系数，可见它们主要和第一对典型变量的关系比较密切。 参考地址：/thread-2786-1-4.html 经典变量同原始第一组变量的关系 第二组变量关系 第二组中变量，这里称为为协变量covariaates options ls=78; title Canonical Correlation Analysis - Sales Data; data sales; infile D:\Statistics\STAT 505\data\sales.txt; input growth profit new create mech abs math; run; proc cancorr out=canout vprefix=sales vname=Sales Variables wprefix=scores wname=Test Scores; var growth profit new; with create mech abs math; run; proc gplot; axis1 length=3 in; axis2 length=4.5 in; plot sales1*scores1 / vaxis=axis1 haxis=axis2; symbol v=J f=special h=2 i=r color=black; run; Sas程序 * 典型变量 Application software such as Spss ,the standardized variable are used Comment Decomposition Comment Example 10.1 Example 10.1 Choose b by this formula Example 10.1 Scale change Unchange by standardized 其他求解方法 Get the correlation,see Exercise 10.4 Why the correlation is the same , AB,BA have same egienvalue. Two side multiply by sqare-root of inverse matrix of big sigma 11 get the third result. 10.3 总体典型变量的解释 典型变量一般来说是人工生成的. 即没有明显的物理意义. If the original variables X(1) and X(2) are used, the canonical coefficients a and b have unit proportional to those of the X(1) and X(2) sets. 识别典型变量 尽量典型变量是人为定义的，它们却可常常利用题材变量来“确认”。很多时候，计算典型变量和原始变量的相关系数帮助了这种确认。但是，这些相关系数的解释是必须加以