可以把SPss13.0中的Canonical correlation复制到SPSS16.0的安装目录下，然后再运行典型相关的程序就可以了。如果找不到SPSS13.0，那就直接把一下程序写入SPSS16.0.
preserve.
set printback=off.
define cancorr (set1 =!charend('/')
/set2 =!charend('/')
/debug =!charend('/') !DEFAULT ('N')
/KEEPSC=!charend('/') !DEFAULT ('Y')
/PRCOR =!charend('/') !DEFAULT (25 ) ).
preserve.
!IF ( !DEBUG !EQ 'N') !THEN
set printback=off mprint off.
!ELSE
set printback on mprint on.
!IFEND .
*---------------------------------------------------------------------------.
* Save the original file for later retrieval.
*---------------------------------------------------------------------------.
!IF (!DEBUG !EQ 'N') !THEN
SET RESULTS ON.
DO IF $CASENUM=1.
PRINT / "NOTE: ALL OUTPUT INCLUDING ERROR MESSAGES HAVE BEEN TEMPORARILY"
/ "SUPPRESSED. IF YOU EXPERIENCE UNUSUAL BEHAVIOR THEN RERUN THIS"
/ "MACRO WITH AN ADDITIONAL ARGUMENT /DEBUG='Y'."
/ "BEFORE DOING THIS YOU SHOULD RESTORE YOUR DATA FILE."
/ "THIS WILL FACILITATE FURTHER DIAGNOSTICS OF ANY PROBLEMS".
END IF.
!IFEND .
save outfile='cc__tmp1.sav'.
*---------------------------------------------------------------------------.
* Compute the correlation matrix and pass information to MATRIX.
*---------------------------------------------------------------------------.
* DEFAULT: SET RESULTS AND ERRORS OFF TO SUPPRESS CORRELATION PIVOT TABLE *.
!IF (!DEBUG='N') !THEN
set results off errors off.
!IFEND
corr variables=!set1 !set2 /missing=listwise/matrix out(*).
set errors on results listing.
*---------------------------------------------------------------------------.
* Get correlations and compute basic quantities needed for analysis.
*---------------------------------------------------------------------------.
* SET command placed to prevent exceeding MXLOOPS 40 default * .
SET MXLOOPS=199 MITERATE 199.
matrix.
get r /variables=!set1/file=*.
compute p1=ncol(r).
get r /file=* /names=varname/variables=!set1 !set2.
compute p2=ncol(r)-p1.
compute nx1=varname(1:p1).
compute nv=p1+p2.
compute nx2=varname((p1+1):nv).
compute rr=r(4:(nv+3),1:nv).
compute ns=r(3,1).
compute r11=rr(1:p1,1:p1).
compute r22=rr((p1+1):nv,(p1+1):nv).
compute r12=rr(1:p1,(p1+1):nv).
compute d1=r(2,1:p1).
compute d2=r(2,(p1+1):nv).
compute d1=mdiag(d1).
compute d2=mdiag(d2).
compute s1=d1*r11*d1.
compute s12=d1*r12*d2.
compute s2=d2*r22*d2.
compute d1=inv(d1).
compute d2=inv(d2).
*---------------------------------------------------------------------------.
* Print correlations.
*---------------------------------------------------------------------------.
do if (p1 <= !PRCOR and p2 <= !PRCOR ).
print r11 /format "f7.4"/title 'Correlations for Set-1'
/space 2 /rnames=nx1 /cnames=nx1.
print r22 /format "f7.4"/title 'Correlations for Set-2'
/space 2 /rnames=nx2 /cnames=nx2.
print r12 /format "f7.4"/title 'Correlations Between Set-1 and Set-2 '
/space 2 /rnames=nx1 /cnames=nx2.
end if.
*---------------------------------------------------------------------------.
* R1 and r2 are cholesky decomp of r11 and r22.
*---------------------------------------------------------------------------.
compute r1=chol(r11).
compute r2=chol(r22).
*---------------------------------------------------------------------------.
* R1_inv and r2_inv are inverse of r1 and r2.
*---------------------------------------------------------------------------.
compute r1_inv=inv(r1).
compute r2_inv=inv(r2).
*---------------------------------------------------------------------------.
* compute omega matrix.
*---------------------------------------------------------------------------.
do if (p1 le p2).
compute omega=t(r1_inv)*r12*r2_inv.
else.
compute omega=t(r2_inv)*t(r12)*r1_inv.
end if.
*---------------------------------------------------------------------------.
* SVD computes the singular value decomposition of omega.
*---------------------------------------------------------------------------.
call svd(omega,u,lambda,v).
*---------------------------------------------------------------------------.
* Create a list of names for use later in labels .
*---------------------------------------------------------------------------.
!LET !@=!NULL !LET !@1=!NULL !LET !@2=!NULL
!DO !N= 1 !TO 199
!LET !@=!CONCAT(!@,!QUOTE(!N),",")
!LET !@1=!CONCAT(!@1,!QUOTE(!CONCAT('CV1-',!N)),",")
!LET !@2=!CONCAT(!@2,!QUOTE(!CONCAT('CV2-',!N)),",")
!DOEND
!LET !@=!CONCAT(!@,!QUOTE(@@))
!LET !@1=!CONCAT(!@1,!QUOTE(@@))
!LET !@2=!CONCAT(!@2,!QUOTE(@@)).
Compute num={!@}.
*---------------------------------------------------------------------------.
* Lambda stores the canonical correlations. Print them now.
*---------------------------------------------------------------------------.
print diag(lambda)/format "f8.3"/title 'Canonical Correlations'
/space 2/rnames=num.
compute dlam=diag(lambda).
*---------------------------------------------------------------------------.
* Compute the eigenvalues and test of remaining canonical correlations.
*---------------------------------------------------------------------------.
compute eign=(1 &/ (1-dlam &**2)) - 1.
compute wlam=1 &/ (1+eign).
compute n=nrow(wlam).
compute wilk=wlam.
compute df=wlam.
compute sig=wlam.
compute bart2=wlam.
compute tem=1.
loop #l=1 to n.
+ compute tem=tem*wlam(n-#l+1).
+ compute df(n-#l+1)=(p1-n+#l)*(p2-n+#l).
+ compute dof=df(n-#l+1).
+ compute bart2(n-#l+1)=-(ns-0.5*(p1+p2+3))*ln(tem).
+ compute chi=bart2(n-#l+1).
+ compute sig(n-#l+1)=1-chicdf(chi,dof).
+ compute wilk(n-#l+1)=tem.
end loop.
compute test={wilk,bart2,df,sig}.
print test /format "f8.3"/title 'Test that remaining correlations are zero:'
/space 2/rnames=num
/cnames={"Wilk's ","Chi-SQ"," DF "," Sig."}.
*---------------------------------------------------------------------------.
* Compute and print the standardized canonical coefficients for set-1.
*---------------------------------------------------------------------------.
do if (p1 le p2).
compute a=r1_inv*u.
else.
compute a=r1_inv*v.
end if.
do if (p2 lt p1).
compute a=a(:,1:p2).
end if.
print a/format "f8.3"/title 'Standardized Canonical Coefficients for Set-1'
/space 2/rnames=nx1/cnames=num.
*---------------------------------------------------------------------------.
* Compute and print the unstandardized canonical coefficients for set-1.
*---------------------------------------------------------------------------.
compute a1=d1*a.
print a1/format "f8.3"/title 'Raw Canonical Coefficients for Set-1'
/space 2/rnames=nx1/cnames=num.
*---------------------------------------------------------------------------.
* Compute and print the standardized canonical coefficients for set-2.
*---------------------------------------------------------------------------.
do if (p1 le p2).
compute b=r2_inv*v.
else.
compute b=r2_inv*u.
end if.
do if (p1 le p2).
compute b=b(:,1:p1).
end if.
print b /format "f8.3"/title 'Standardized Canonical Coefficients for Set-2'
/space 2/rnames=nx2/cnames=num.
*---------------------------------------------------------------------------.
* Compute and print the unstandardized canonical coefficients for set-2.
*---------------------------------------------------------------------------.
compute b1=d2*b.
print b1/format "f8.3"/title 'Raw Canonical Coefficients for Set-2'
/space 2/rnames=nx2/cnames=num.
*---------------------------------------------------------------------------.
* Compute and print the canonical loadings for set-1.
*---------------------------------------------------------------------------.
compute tem=d1*s1*a1.
print tem /format "f8.3"/title 'Canonical Loadings for Set-1'
/space 2/rnames=nx1/cnames=num.
*---------------------------------------------------------------------------.
* Compute the redundancy index as the proportion of variance in set-1
* explained by its own canonical variates.
*---------------------------------------------------------------------------.
compute f1=cssq(tem)/p1.
compute f1=t(f1).
*---------------------------------------------------------------------------.
* Compute and print cross loadings for set-1.
*---------------------------------------------------------------------------.
compute tem=d1*s12*b1.
print tem /format "f8.3"/title 'Cross Loadings for Set-1'
/space 2/rnames=nx1/cnames=num.
*---------------------------------------------------------------------------.
* Compute the redundancy index as the proportion of variance in set-1
* explained by the set-2 canonical variates.
*---------------------------------------------------------------------------.
compute cs3=cssq(tem)/p1.
compute cs3=t(cs3).
*---------------------------------------------------------------------------.
* Compute and print cross loadings for set-2.
*---------------------------------------------------------------------------.
compute tem=d2*s2*b1.
print tem /format "f8.3"/title 'Canonical Loadings for Set-2'
/space 2/rnames=nx2/cnames=num.
*---------------------------------------------------------------------------.
* Compute the redundancy index as the proportion of variance in set-2
* explained by its own canonical variates.
*---------------------------------------------------------------------------.
compute f2=cssq(tem)/p2.
compute f2=t(f2).
*---------------------------------------------------------------------------.
* Compute and print cross loadings for set-2.
*---------------------------------------------------------------------------.
compute tem=d2*t(s12)*a1.
print tem /format "f8.3"/title 'Cross Loadings for Set-2'
/space 2/rnames=nx2/cnames=num.
*---------------------------------------------------------------------------.
* Compute the redundancy index as the proportion of variance in set-2
* explained by the set-1 canonical variates.
*---------------------------------------------------------------------------.
compute cs4=cssq(tem)/p2.
compute cs4=t(cs4).
*---------------------------------------------------------------------------.
* Print redundancy analysis results.
*---------------------------------------------------------------------------.
compute c1={!@1}.
compute c2={!@2}.
print /title ' Redundancy Analysis:' /space 2.
print f1/format "f15.3"
/title 'Proportion of Variance of Set-1 Explained by Its Own Can. Var.'
/space 2/rnames=c1/cnames= {"Prop Var"}.
print cs3/format "f15.3"
/title 'Proportion of Variance of Set-1 Explained by Opposite Can.Var.'
/space 2/rnames=c2/cnames= {"Prop Var"}.
print f2/format "f15.3"
/title 'Proportion of Variance of Set-2 Explained by Its Own Can. Var.'
/space 2/rnames=c2/cnames= {"Prop Var"}.
print cs4/format "f15.3"
/title 'Proportion of Variance of Set-2 Explained by Opposite Can. Var.'
/space 2/rnames=c1/cnames= {"Prop Var"}.
*---------------------------------------------------------------------------.
* Create files for use in calculation of canonical scores.
*---------------------------------------------------------------------------.
SAVE {P1,P2} / OUTFILE 'CC__SIZE.SAV'.
SAVE {T(A1),T(B1)} / OUTFILE 'CC__AB.SAV' .
END MATRIX.
*---------------------------------------------------------------------------.
* Create a file with variable names and set number variable
*---------------------------------------------------------------------------.
SET MESSAGES OFF RESULTS OFF.
SELECT IF $CASENUM=1.
DO REPEAT V=!SET1.
COMPUTE V=1.
END REPEAT.
DO REPEAT V=!SET2.
COMPUTE V=2.
END REPEAT.
STRING VARNAME (A8).
COMPUTE VARNAME='SET_NUM'.
FLIP VARIABLES !SET1 !SET2 / NEWNAMES=VARNAME .
COMPUTE VARSEQ=1.
SPLIT FILE BY SET_NUM.
CREATE VARSEQ=CSUM(VARSEQ).
SAVE OUTFILE 'CC_NAMES.SAV'.
GET FILE 'CC__SIZE.SAV' .
*---------------------------------------------------------------------------.
* Set up required information to create compute statements for scoring.
*---------------------------------------------------------------------------.
WRITE OUTFILE 'CC__AB.INC'
/'STRING @NMA001 TO @NMA',COL1 (N3), ' (A8)'
/' @NMB001 TO @NMB',COL2 (N3), ' (A8)'
/'VECTOR @NMA= @NMA001 TO @NMA',COL1 (N3)
/' @NMB= @NMB001 TO @NMB',COL2 (N3)
/'COMPUTE N_A='COL1 (N3)
/'COMPUTE N_B='COL2 (N3)
/'IF (SET_NUM=1) @NMA(VARSEQ)=CASE_LBL'
/'IF (SET_NUM=2) @NMB(VARSEQ)=CASE_LBL'
/'COMPUTE @=1'
/'AGGREGATE OUTFILE "CC__SPRD.SAV" / BREAK @'
/ ' / N_A=MAX(N_A) / N_B=MAX(N_B)'
/ ' / @NMA001 TO @NMA',COL1 (N3) '=MAX (@NMA001 TO @NMA',COL1 (N3),')'
/ ' / @NMB001 TO @NMB',COL2 (N3) '=MAX (@NMB001 TO @NMB',COL2 (N3),')'
/ 'GET FILE "CC__AB.SAV"'
/ 'COMPUTE @=1'
/ 'MATCH FILES FILE * / TABLE "CC__SPRD.SAV"/BY @'
/ 'VECTOR @NMA= @NMA001 TO @NMA',COL1 (N3)
/ ' @NMB= @NMB001 TO @NMB',COL2 (N3)
/ ' COEF= COL1 TO @'.
EXECUTE.
GET FILE 'CC_NAMES.SAV'.
INCLUDE FILE 'CC__AB.INC'.
SET PRINTBACK OFF.
*---------------------------------------------------------------------------.
* Write out the compute statements for scoring.
*---------------------------------------------------------------------------.
STRING @SCNM@ (A8).
STRING @OLDNM@ (A8).
COMPUTE @SCNM@=CONCAT('S1_CV',STRING($CASENUM,N3)).
WRITE OUTFILE 'CC__.INC' /'COMPUTE ',@SCNM@ ,'= 0'.
LOOP CC@@@ = 1 TO N_A.
COMPUTE @OLDNM@=@NMA(CC@@@).
COMPUTE @COEF@ =COEF(CC@@@).
WRITE OUTFILE 'CC__.INC' / ' +',@COEF@ (comma18.16),' * ',@OLDNM@ .
END LOOP.
COMPUTE @SCNM@=CONCAT('S2_CV',STRING($CASENUM,N3)).
WRITE OUTFILE 'CC__.INC' /'COMPUTE ',@SCNM@ ,'= 0'.
LOOP CC@@@=1 TO N_B.
COMPUTE @OLDNM@=@NMB(CC@@@).
COMPUTE @COEF@ =COEF(CC@@@+N_A).
WRITE OUTFILE 'CC__.INC' / ' +',@COEF@ (comma18.16),' * ',@OLDNM@ .
END LOOP.
EXECUTE.
*---------------------------------------------------------------------------.
* Get the original data and run the scoring program.
*---------------------------------------------------------------------------.
GET FILE 'cc__tmp1.sav'.
INCLUDE FILE 'CC__.INC' .
ERASE FILE 'CC__SIZE.SAV' .
ERASE FILE 'CC__AB.INC'.
ERASE FILE 'CC_NAMES.SAV'.
ERASE FILE 'CC__AB.SAV'.
ERASE FILE "CC__SPRD.SAV"
!IF (!KEEPSC ='N') !THEN
ERASE FILE 'CC__.INC'.
!ELSE
DO IF ($CASENUM=1).
SET RESULTS ON.
PRINT /'The canonical scores have been written to the active file.'
/'Also, a file containing an SPSS Scoring program has been written'
/'To use this file GET a system file with the SAME variables'
/'Which were used in the present analysis. Then use an INCLUDE command'
/'to run the scoring program.'
/'For example :' /
/'GET FILE anotherfilename'
/'INCLUDE FILE "CC__.INC".'
/'EXECUTE.'.
END IF.
EXECUTE.
!IFEND.
RESTORE.
!enddefine.
RESTORE.
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