Canonical Correlations Analysis Options

This selects which results should be printed to the Output window by a canonical correlations analysis.

P coefficients and Q coefficients

These are the canonical variates or loadings, consisting of the coefficients of the linear combinations of P and Q determined by the analysis.

Canonical correlations

These are the correlations between the vectors formed as corresponding linear combinations of P and Q. That is, the i^th canonical correlation is the correlation between u_i and v_i, where u_i and v_i are the i^th linear combinations of P and Q respectively, calculated using the i^th canonical variates.

P scores and q Scores

These are the scores or coordinates for the units obtained as linear combinations of the P and Q sets of variates.