Table 10.1, page 225.
use https://stats.idre.ucla.edu/stat/stata/examples/pma5/depress, clear
generate sex1 = sex - 1
tabstat cesd health sex1 age educat income, statistics(mean sd) col(stat)
variable | mean sd
-------------+--------------------
cesd | 8.884354 8.823655
health | 1.772109 .8379466
sex1 | .622449 .485601
age | 44.41497 18.08544
educat | 3.479592 1.31073
income | 20.57483 15.29012
----------------------------------
Table 10.2, page 225.
correlate cesd health sex age educat income
(obs=294)
| cesd health sex age educat income
-------------+------------------------------------------------------
cesd | 1.0000
health | 0.2120 1.0000
sex | 0.1236 0.0982 1.0000
age | -0.1641 0.3042 0.0435 1.0000
educat | -0.1014 -0.2699 -0.1060 -0.2084 1.0000
income | -0.1580 -0.1834 -0.1803 -0.1917 0.4290 1.0000
Table 10.3, page 227.
canon (cesd health) (sex age educat income), test(1 2) stderr
Linear combinations for canonical correlations Number of obs = 294
------------------------------------------------------------------------------
| Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
u1 |
cesd | -.0554891 .0153463 -3.62 0.000 -.085692 -.0252861
health | 1.171779 .1615978 7.25 0.000 .8537398 1.489819
-------------+----------------------------------------------------------------
v1 |
sex | .0512338 .2781572 0.18 0.854 -.4962057 .5986732
age | .0481484 .0075581 6.37 0.000 .0332733 .0630234
educat | -.2921213 .1133617 -2.58 0.010 -.5152277 -.069015
income | .0053689 .0097879 0.55 0.584 -.0138946 .0246324
-------------+----------------------------------------------------------------
u2 |
cesd | -.1018304 .0246842 -4.13 0.000 -.1504111 -.0532496
health | -.3437097 .2599267 -1.32 0.187 -.8552697 .1678503
-------------+----------------------------------------------------------------
v2 |
sex | -.8164423 .4474102 -1.82 0.069 -1.696987 .0641029
age | .024468 .0121571 2.01 0.045 .0005418 .0483943
educat | .3419603 .1823399 1.88 0.062 -.0169016 .7008223
income | .036287 .0157436 2.30 0.022 .005302 .067272
------------------------------------------------------------------------------
(Standard errors estimated conditionally)
Canonical correlations:
0.4050 0.2655
----------------------------------------------------------------------------
Tests of significance of all canonical correlations
Statistic df1 df2 F Prob>F
Wilks' lambda .777022 8 576 9.6800 0.0000 e
Pillai's trace .234543 8 578 9.5985 0.0000 a
Lawley-Hotelling trace .272081 8 574 9.7609 0.0000 a
Roy's largest root .196233 4 289 14.1779 0.0000 u
----------------------------------------------------------------------------
Test of significance of canonical correlations 1-2
Statistic df1 df2 F Prob>F
Wilks' lambda .777022 8 576 9.6800 0.0000 e
----------------------------------------------------------------------------
Test of significance of canonical correlation 2
Statistic df1 df2 F Prob>F
Wilks' lambda .9295 3 289 7.3067 0.0001 e
----------------------------------------------------------------------------
e = exact, a = approximate, u = upper bound on F
/* Standardized Coefficients */
canon, stdcoef notests
Canonical correlation analysis Number of obs = 294
Standardized coefficients for the first variable set
| 1 2
-------------+--------------------
cesd | -0.4896 0.8985
health | 0.9819 0.2880
----------------------------------
Standardized coefficients for the second variable set
| 1 2
-------------+--------------------
sex | 0.0249 -0.3965
age | 0.8708 0.4425
educat | -0.3829 0.4482
income | 0.0821 0.5548
----------------------------------
----------------------------------------------------------------------------
Canonical correlations:
0.4050 0.2655
Page 228.
NOTE: These computations are based on the previous table.
Page 229. The second canonical correlations are also given above.
Figure 10.1, page 231. Note: The shape of the plot is the same as in the book, the values are just shifted slightly.
predict u1 if e(sample), u corr(1) predict v1 if e(sample), v corr(1) scatter u1 v1
Table 10.5, page 232.
estat loadings
Canonical loadings for variable list 1
| 1 2
-------------+--------------------
cesd | -0.2815 -0.9596
health | 0.8781 -0.4785
----------------------------------
Canonical loadings for variable list 2
| 1 2
-------------+--------------------
sex | 0.0886 -0.5247
age | 0.9359 0.2255
educat | -0.5318 0.6360
income | -0.2536 0.7338
----------------------------------
Correlation between variable list 1 and canonical variates from list 2
| 1 2
-------------+--------------------
cesd | -0.1140 -0.2548
health | 0.3556 -0.1270
----------------------------------
Correlation between variable list 2 and canonical variates from list 1
| 1 2
-------------+--------------------
sex | 0.0359 -0.1393
age | 0.3791 0.0599
educat | -0.2154 0.1689
income | -0.1027 0.1948
----------------------------------
NOTE: The signs of the canonical correlations are arbitrary. Hence, even though the signs shown in the output below are different to those shown in the text, both are correct.