《应用多元统计分析》第九章典型相关分析实验报告

第九章典型相关分析实验报告  

实验名称	典型相关分析的上机实现
实验目的	SPSS软件中Canonical Correlation.sps的操作及结果分析。
实验 内容	数据9-1是一个反映生活满意度的虚拟资料，该表假设随机调查了100人，通过10个变量来分别反映被调查者在工作上的满意度（W1-W3），对业余爱好的满意度（E1-E2），对家庭的满意度（H1-H3）以及在生活的其他方面的满意度（M1-M2）。我们的目的是想了解工作中的满意度与其他方面的满意度的关系，也就是变量W1，W2，W3与E1，E2，H1，H3，M1，M2的关系。 请对该数据进行典型相关分析。
实验步骤	在SPSS中可以通过调用Canonical  Correlation.sps可实现典型相关分析。调用方法如下：   INCLUDE'C:\Program Files\SPSSInc\Canonical correlation.sps'. CANCORR SET1=X1 X2 X3/ SET2=X4 X5/. 单击Run运行上述程序，在SPSS结果窗口给出以下典型相关分析结果。
实验环境	Windows xp、Windows vista、Windows 7等，软件SPSS 11.0版本及以上。
实验结果与 分析	输出表1 Run MATRIX procedure: 工作中满意度相关系数 Correlations for Set-1         W1      W2      W3 W1  1.0000   .6474   .6526 W2   .6474  1.0000   .7319 W3   .6526   .7319  1.0000   其他方面的满意度相关系数 Correlations for Set-2         E1      E2      H1      H2      H3      M1      M2 E1  1.0000   .8047   .5364   .6343   .5828   .9045   .8432 E2   .8047  1.0000   .5059   .4959   .4824   .8110   .7558 H1   .5364   .5059  1.0000   .6577   .5900   .4984   .4247 H2   .6343   .4959   .6577  1.0000   .7306   .6436   .5934 H3   .5828   .4824   .5900   .7306  1.0000   .5859   .5177 M1   .9045   .8110   .4984   .6436   .5859  1.0000   .8414 M2   .8432   .7558   .4247   .5934   .5177   .8414  1.0000   工作中满意度与其他方面的满意度相关系数 Correlations Between Set-1 and Set-2         E1      E2      H1      H2      H3      M1      M2 W1   .5981   .5211   .1428   .1451   .1378   .6113   .5489 W2   .6885   .6978   .1434   .1818   .2360   .7086   .6848 W3   .6369   .6300   .1636   .2383   .2546   .6979   .6706 输出表2 典型相关系数 Canonical Correlations 1       .885 2       .271 3          .197 由上可以看出共可提取3对典型变量，第一典型相关系数为0.885，第二典型相关系数为0.271，第三典型相关系数为0.197。 输出表3 典型相关系数检验 Test that remaining correlations are zero:       Wilk's   Chi-SQ       DF     Sig. 1       .193  153.580   21.000     .000 2       .890   10.853   12.000     .542 3       .961    3.717    5.000     .591 典型相关系数检验结果表明，第一个典型相关变量相关性显著，所以可以只选择第一个典型变量进行进一步的分析。 输出表4 工作中满意度指标标准化的典型变量系数 Standardized Canonical Coefficients for Set-1           1        2        3 W1    -.217    1.359     .244 W2    -.592    -.371   -1.388 W3    -.300    -.832    1.289   工作中满意度指标未标准化的典型变量系数 Raw Canonical Coefficients for Set-1           1        2        3 W1    -.014     .088     .016 W2    -.053    -.033    -.123 W3    -.024    -.067     .103   其他方面的满意度特征指标标准化的典型变量系数 Standardized Canonical Coefficients for Set-2           1        2        3 E1    -.250    1.636   -1.291 E2    -.222   -1.005   -1.096 H1     .156     .434     .309 H2     .448    -.326     .457 H3     .066    -.700    -.317 M1    -.616     .361    1.737 M2    -.291    -.798     .457   其他方面的满意度特征指标未标准化的典型变量系数 Raw Canonical Coefficients for Set-2           1        2        3 E1    -.016     .103    -.081 E2    -.011    -.050    -.055 H1     .013     .036     .026 H2     .040    -.029     .041 H3     .005    -.055    -.025 M1    -.036     .021     .102 M2    -.015    -.042     .024 由输出结果可得： 第一对典型变量为： 表示的标准化变量。 输出表5 工作中满意度特征指标与其自身典型变量之间的相关系数 Canonical Loadings for Set-1           1        2        3 W1    -.796     .575     .186 W2    -.953    -.101    -.287 W3    -.875    -.217     .432   其他方面的满意度特征指标与工作中满意度特征指标之间的相关系数 Cross Loadings for Set-1           1        2        3 W1    -.705     .156     .037 W2    -.843    -.027    -.057 W3    -.774    -.059     .085 其他方面的满意度特征指标与其自身典型变量之间的相关系数   Canonical Loadings for Set-2           1        2        3 E1    -.824     .100     .055 E2    -.809    -.278    -.150 H1    -.187     .017     .236 H2    -.238    -.253     .456 H3    -.278    -.414     .173 M1    -.861    -.049     .328 M2    -.821    -.245     .241   工作中满意度特征指标与其他方面的满意度特征指标之间的相关系数 Cross Loadings for Set-2           1        2        3 E1    -.729     .027     .011 E2    -.716    -.075    -.030 H1    -.165     .005     .047 H2    -.211    -.069     .090 H3    -.246    -.112     .034 M1    -.762    -.013     .065 M2    -.726    -.066     .048 从输出结果看，第一对典型相关系数为0.885，说明第一对典型变量具有较高的相关性。工作中满意度特征的第一典型变量U1与W1的相关系数为-0.796，与W2的相关系数为-0.953，与W3的相关系数为-0.875。结果表明，其他方面的满意度表现为对业余爱好的满意度（E1-E2），对家庭的满意度（H1-H3）以及在生活的其他方面的满意度（M1-M2）。 输出表6             Redundancy Analysis: Proportion of Variance of Set-1 Explained by Its Own Can. Var.                Prop Var CV1-1              .769 CV1-2              .129 CV1-3              .101     Proportion of Variance of Set-1 Explained by Opposite Can.Var.                Prop Var CV2-1              .602 CV2-2              .010 CV2-3              .004     Proportion of Variance of Set-2 Explained by Its Own Can. Var.                Prop Var CV2-1              .417 CV2-2              .055 CV2-3              .069     Proportion of Variance of Set-2 Explained by Opposite Can. Var.                Prop Var CV1-1              .326 CV1-2              .004 CV1-3              .003   从结果可以看出，工作中满意度特征指标样本方差由其第一典型变量解释的方差比例为0.769。
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附表：数据9-1

W1	W2	W3	E1	E2	H1	H2	H3	M1	M2
105.126	101.659	115.06	100.998	95.184	100.281	101.667	85.553	104.035	110.278
77.049	72.933	77.49	72.744	61.563	93.854	95.392	88.609	70.115	72.000
86.017	82.206	78.89	77.951	91.705	86.773	108.070	93.348	86.021	70.688
91.425	106.107	95.64	90.901	111.466	100.248	86.080	93.822	101.224	82.665
113.714	92.029	99.08	79.277	98.416	104.013	83.271	69.621	82.820	70.022
86.606	87.817	67.66	93.662	77.997	99.822	97.275	108.622	91.400	79.776
95.067	94.505	98.08	94.513	97.422	93.694	99.181	96.398	90.732	86.707
113.500	104.607	105.57	101.008	102.275	87.427	96.664	86.577	93.057	112.702
104.549	97.299	94.07	88.538	98.112	97.785	99.585	99.761	99.399	105.908
104.635	97.908	85.82	82.486	90.447	104.688	95.076	99.695	77.630	62.031
102.064	87.010	94.69	79.203	68.482	78.995	86.430	78.822	89.729	87.553
109.428	94.937	104.40	119.293	112.988	122.931	114.816	102.109	116.339	101.363
89.994	77.392	100.77	97.026	111.107	107.660	116.858	114.730	88.715	76.495
89.983	91.259	89.22	81.250	100.519	94.902	96.723	94.411	88.419	89.670
96.946	103.043	97.49	98.515	96.833	92.778	110.072	95.162	102.368	105.517
93.210	93.843	87.35	104.256	115.323	114.286	111.617	111.455	95.701	105.724
70.905	65.903	74.23	60.108	47.088	79.806	94.799	88.352	54.658	58.235
114.854	98.083	105.63	90.237	101.011	98.951	87.921	88.913	91.297	92.224
100.315	92.518	87.61	103.273	88.647	108.401	103.565	82.486	102.326	97.573
111.355	104.373	101.85	108.083	121.884	99.954	96.688	89.369	102.148	114.451
108.798	97.876	91.46	99.552	110.486	104.375	95.028	85.508	94.534	91.802
74.723	105.615	102.25	90.169	93.522	86.003	94.308	106.233	85.310	87.673
93.878	90.580	95.49	86.063	92.444	107.834	97.738	105.225	87.353	89.168
77.936	94.987	98.59	100.325	100.906	96.458	95.406	95.111	104.175	115.847
77.515	100.672	102.30	99.828	106.570	109.101	116.680	105.655	106.498	107.616
99.123	110.273	120.53	115.784	118.914	109.747	108.690	119.019	112.253	120.002
92.469	94.971	94.38	101.190	95.078	105.823	102.772	116.442	98.448	91.185
92.767	107.075	94.02	111.294	146.450	111.862	112.545	119.948	121.325	113.347
76.859	83.319	67.79	54.604	66.491	80.830	76.364	81.024	48.978	50.056
87.305	85.485	82.82	90.371	89.675	98.095	108.588	123.270	88.390	92.863
90.115	98.804	93.92	102.658	117.803	113.116	100.333	108.156	100.138	99.204
107.975	105.773	114.25	132.672	152.624	121.607	132.884	128.478	145.244	147.192
118.087	96.854	93.45	96.845	74.378	95.036	104.447	106.562	105.696	94.970
79.567	91.437	92.24	100.236	91.127	117.613	112.114	108.547	102.015	107.751
94.406	97.257	95.57	91.766	98.602	85.128	101.343	93.761	93.623	85.325
121.235	114.295	113.35	118.700	122.608	112.353	110.939	123.047	117.641	123.765
102.719	111.096	121.56	83.284	107.952	84.165	76.385	80.054	93.209	87.839
91.074	105.772	101.45	103.061	123.072	116.930	112.745	106.480	113.189	105.960
94.635	81.728	96.75	102.308	95.434	99.814	111.435	110.644	108.013	93.038
114.468	115.632	115.66	121.383	127.679	106.550	113.191	111.581	127.931	128.899
76.794	83.167	95.77	69.323	76.995	85.357	101.615	100.099	80.356	80.744
69.571	99.519	107.38	100.471	109.374	109.876	105.846	105.623	100.425	99.726
70.793	84.381	88.21	97.103	89.057	114.369	119.375	105.056	99.282	100.674
109.549	94.929	96.31	84.737	89.185	95.439	96.343	95.847	92.388	80.249
86.769	87.334	93.18	98.381	90.786	108.822	102.658	95.361	108.158	78.941
104.991	103.899	101.99	102.748	90.123	106.988	108.596	90.359	96.686	89.325
77.763	87.279	97.76	72.127	82.103	98.925	87.409	94.104	83.243	73.810
92.245	96.780	95.17	91.025	84.046	93.971	103.559	104.661	94.377	71.174
81.799	85.978	88.06	75.113	87.425	97.983	107.111	112.569	85.933	93.270
114.698	108.365	111.09	101.598	92.979	90.261	97.357	94.038	93.869	106.843
102.791	102.019	109.05	111.172	123.894	98.762	99.795	100.411	110.042	99.845
89.384	102.803	96.61	109.890	123.460	97.019	112.445	93.958	111.323	108.928
125.775	109.850	106.55	124.268	122.305	133.979	115.394	137.479	129.436	118.873
76.153	105.531	80.20	96.988	98.892	83.296	82.743	86.430	83.937	89.577
134.919	117.948	119.93	107.137	117.859	94.829	97.927	98.656	106.670	126.601
135.747	131.611	129.22	155.273	175.974	116.732	127.477	122.774	150.760	154.443
103.724	106.394	107.80	95.973	107.748	100.653	97.301	108.400	107.531	97.142
109.182	100.090	108.38	108.249	96.747	92.799	91.324	84.002	90.197	100.326
121.686	118.614	122.43	115.219	117.931	91.829	95.276	104.818	122.887	132.748
102.940	110.606	113.92	93.777	116.071	84.121	86.135	97.922	108.805	110.078
86.116	91.007	92.10	94.261	90.084	102.552	92.357	95.080	85.292	95.505
75.040	82.263	84.46	79.012	70.265	83.451	96.980	101.714	80.216	79.615
97.524	84.220	86.32	79.575	78.944	92.436	100.885	99.687	80.682	78.185
100.235	93.874	103.69	81.763	74.413	98.874	101.638	100.046	94.305	96.225
106.609	100.957	89.52	104.825	94.860	84.597	92.440	99.352	104.333	89.804
78.039	88.490	81.61	78.793	89.099	101.226	100.768	96.650	79.789	84.731
121.884	113.573	119.69	116.084	116.779	84.779	99.982	105.451	113.729	102.110
105.970	99.708	118.53	120.739	108.248	99.065	108.060	111.608	119.710	119.248
84.323	95.958	89.30	111.161	92.267	121.791	113.097	122.862	103.593	89.867
94.733	85.154	104.50	110.738	109.111	117.407	110.699	135.665	105.436	105.771
116.479	109.433	98.44	107.298	111.401	98.521	97.821	91.976	109.644	105.198
89.044	95.972	100.01	96.316	96.341	102.879	96.209	109.839	91.249	97.436
114.542	107.961	115.35	123.423	127.912	119.339	114.201	103.730	122.525	140.397
80.536	88.527	84.76	83.958	81.528	97.084	83.438	97.826	70.691	68.005
95.196	93.744	103.60	102.295	85.738	102.662	115.057	105.065	102.906	110.886
100.770	99.300	109.25	105.063	105.284	115.164	107.800	107.265	110.863	90.840
97.773	95.374	93.22	111.590	118.081	102.028	106.759	111.069	100.053	108.512
100.583	93.536	103.02	93.344	106.172	97.024	91.823	92.696	113.164	90.674
94.750	93.458	105.87	86.912	81.337	99.795	94.366	94.865	85.791	93.360
60.876	77.232	85.27	79.931	78.101	96.806	97.321	90.005	64.520	94.269
94.040	98.498	96.18	100.333	99.115	82.089	91.748	94.187	91.959	105.168
92.624	105.252	108.01	92.754	111.618	83.549	101.465	105.236	104.071	111.367
104.014	99.026	106.89	102.442	108.108	110.369	96.971	95.514	98.344	99.086
81.969	98.559	90.10	84.230	60.211	73.759	85.850	96.647	84.123	81.741
83.150	89.818	89.16	77.558	81.557	79.535	96.673	83.721	75.496	73.734
105.213	105.875	107.16	100.950	113.392	94.385	94.255	100.853	100.741	95.500
95.847	94.184	98.73	113.274	104.911	110.967	115.824	120.513	116.960	109.183
83.567	120.805	107.75	109.006	126.907	108.981	116.459	119.517	118.117	124.595
90.598	103.572	93.01	106.706	70.593	90.873	97.013	96.414	94.811	94.222
115.872	102.889	113.81	98.885	94.381	93.393	111.290	99.668	109.881	105.774
129.715	113.592	118.34	116.971	117.669	96.542	102.365	114.409	121.065	129.095
80.345	84.646	77.01	78.937	86.518	86.973	81.359	77.068	80.325	69.890
92.685	99.483	83.76	104.176	89.884	98.658	119.794	107.802	105.074	111.804
103.188	96.171	83.33	86.121	89.270	108.603	94.220	95.068	81.034	95.010
89.763	99.258	101.21	74.020	72.024	86.050	79.981	79.894	79.874	83.703
94.618	117.866	103.16	113.343	122.243	118.594	117.448	109.056	115.109	115.603
84.764	97.653	91.38	99.431	103.378	116.611	116.933	115.453	106.268	109.385
138.876	117.427	112.19	132.825	128.104	99.538	114.693	114.626	138.351	149.032
95.370	89.835	107.43	105.645	106.761	92.319	109.707	110.570	108.448	105.657
106.050	120.708	119.82	101.847	94.961	75.864	93.168	93.385	109.357	83.794