Test Criterion

The CANCORR Procedure

Test Criterion

The CANCORR procedure uses an F approximation (Rao 1973; Kshirsagar 1972) that gives better small sample results than the usual $\chi^2$ approximation. At least one of the two sets of variables should have an approximate multivariate normal distribution in order for the probability levels to be valid.

PROC CANCORR uses the least-squares criterion in linear regression analysis.

Chapter Contents
Previous
Next
Top