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Canonical Discriminant Analysis

To perform a canonical discriminant analysis requires choosing a nominal Y variable and several interval X variables. You can generate tables of output from canonical discriminant analyses by setting options in the Canonical Discriminant Options dialog or by selecting Canonical Discrimination from the Tables menu.

The tables shown have identical names and meanings as for the section "Canonical Correlation", except that the Eigenvalues table presents eigenvalues of the matrix E^-1 H, where E is the matrix of the within-class sums of squares and crossproducts and H is the matrix of the between-class sums of squares and crossproducts.

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