Canonical Correlation

Approximate Standard Error

Squared Canonical Correlation

Eigenvalues of Inv (E) *H = CanRsq/(1 − CanRsq)

Eigenvalue

Difference

Proportion

Cumulative

1

0.9999

0.0000

0.9998

7259.616

7207.455

0.9899

0.9899

2

0.9905

0.0043

0.9811

52.1617

33.7639

0.0071

0.9970

3

0.9739

0.0118

0.9484

18.3979

16.2646

0.0025

0.9995

4

0.8251

0.0732

0.6808

2.1333

0.7673

0.0003

0.9998

5

0.7598

0.0969

0.5773

1.3660

1.2622

0.0002

1.0000

6

0.3067

0.2078

0.0940

0.1038

0.0000

1.0000