Day 29: Canonical Correlation Analysis in SPSS – Exploring Relationships Between Two Variable Sets

Day 29: Canonical Correlation Analysis in SPSS – Exploring Relationships Between Two Variable Sets

Welcome to Day 29 of your 50-day SPSS learning journey! Today, we’ll explore Canonical Correlation Analysis (CCA), an advanced multivariate technique used to examine relationships between two sets of variables. CCA is ideal when you have multiple dependent and independent variables and want to understand how they are related.


What is Canonical Correlation Analysis (CCA)?

Canonical Correlation Analysis investigates the relationships between two sets of variables by finding pairs of linear combinations (called canonical variates) that are maximally correlated.

For example:

  • Examining how a set of personality traits (e.g., extroversion, conscientiousness) relates to job performance measures (e.g., efficiency, teamwork).
  • Analyzing how socioeconomic variables (e.g., income, education level) relate to health outcomes (e.g., blood pressure, cholesterol levels).

When to Use CCA?

Use Canonical Correlation Analysis when:

  • You have two sets of continuous variables (independent and dependent).
  • You want to explore the relationships between the two sets as a whole.
  • You need to identify the strongest patterns of association between the sets.

Key Components of CCA

  1. Canonical Variates: Linear combinations of variables from each set.
  2. Canonical Correlations: Correlation coefficients between canonical variates.
  3. Canonical Loadings: Correlations between original variables and their corresponding canonical variates.
  4. Redundancy Index: Measures the proportion of variance in one set explained by the canonical variates of the other set.

How to Perform CCA in SPSS

Step 1: Open Your Dataset

For this example, use the following dataset:

ID Income Education Job_Satisfaction Stress_Level Performance Teamwork
1 40000 16 7 5 80 85
2 50000 18 8 4 85 88
3 45000 16 6 6 75 80
4 60000 20 9 3 90 92
5 35000 14 5 7 70 78
6 55000 19 8 4 88 90
  • Set 1: Income, Education (independent variables).
  • Set 2: Job_Satisfaction, Stress_Level, Performance, Teamwork (dependent variables).

Step 2: Access the CCA Tool in SPSS

Canonical Correlation is not a built-in procedure in SPSS but can be performed using syntax. Follow these steps:

  1. Go to Analyze > General Linear Model > Multivariate.
  2. Select all independent variables (Income, Education) as Covariates.
  3. Select all dependent variables (Job_Satisfaction, Stress_Level, Performance, Teamwork) as Dependent Variables.
  4. Click Options and select Estimates of effect size and Residuals.
  5. Click OK.

Alternatively, use Python or R extensions within SPSS to access more advanced canonical correlation tools.


Step 3: Using Syntax for CCA

You can directly use syntax in SPSS for Canonical Correlation Analysis.

  1. Open the syntax editor (File > New > Syntax).
  2. Paste the following syntax (adjust variable names as needed):
CORRELATIONS  
  VARIABLES=Income Education Job_Satisfaction Stress_Level Performance Teamwork  
  /PRINT=CORRELATION.

This generates a correlation matrix, the foundation for manually interpreting canonical relationships.


Interpreting the Output

1. Canonical Correlations

  • Look at the canonical correlation coefficients to identify the strength of the relationships between the two variable sets.
    • Example: A canonical correlation of 0.85 indicates a strong relationship between the first pair of canonical variates.

2. Wilks’ Lambda

  • Tests the significance of the canonical correlations:
    • If p < 0.05, the relationship between the sets is significant.

3. Canonical Loadings

  • Indicates how much each original variable contributes to its canonical variate.
    • Example: If Income has a high loading, it strongly contributes to the first canonical variate.

4. Redundancy Index

  • Measures the shared variance between the two sets:
    • A higher redundancy index indicates that one set explains more variance in the other.

Example Interpretation

Suppose you run the analysis and get the following results:

  1. Canonical Correlations:

    • First pair: 0.85 (p < 0.01).
    • Second pair: 0.45 (p = 0.12).
    • Interpretation: Only the first canonical correlation is significant, meaning the primary relationship exists in the first pair of variates.
  2. Canonical Loadings:

Variable Loading on Canonical Variate 1
Income 0.80
Education 0.75
Job_Satisfaction 0.85
Stress_Level -0.70
Performance 0.88
Teamwork 0.83

Interpretation:

  • Income and Education are positively associated with higher Job Satisfaction, Performance, and Teamwork, and lower Stress Levels.
  • The second canonical variate has weaker correlations, suggesting a less meaningful relationship.

Practice Example: Perform CCA

Use the following dataset of health and lifestyle variables:

ID Exercise Sleep_Hours BMI Blood_Pressure Energy_Level Mood
1 5 7 25 120 8 7
2 4 6 28 130 6 5
3 6 8 23 115 9 8
4 3 5 30 140 5 4
5 7 9 22 110 10 9
  1. Analyze the relationship between Set 1 (Exercise, Sleep_Hours) and Set 2 (BMI, Blood_Pressure, Energy_Level, Mood).
  2. Interpret canonical correlations, loadings, and the redundancy index.

Common Mistakes to Avoid

  1. Ignoring Multicollinearity: Ensure variables within each set are not highly correlated to avoid redundancy.
  2. Overinterpreting Higher Canonical Variates: Focus on the first 1–2 pairs, as later pairs usually explain less variance.
  3. Forgetting Significance Testing: Always check Wilks’ Lambda to determine whether the canonical correlations are meaningful.

Key Takeaways

  • Canonical Correlation Analysis identifies relationships between two sets of variables, revealing how they are connected.
  • Interpret canonical loadings to understand which variables contribute most to the relationship.
  • Focus on the first canonical variate for the strongest associations.

What’s Next?

In Day 30 of your 50-day SPSS learning journey, we’ll explore Binary Logistic Regression with Multiple Predictors in SPSS. You’ll learn how to predict binary outcomes using multiple independent variables and interpret model performance. Stay tuned for more advanced predictive modeling techniques!