topic Re: A non parametric canonical correlation analysis in SAS Programming

A non parametric canonical correlation analysis

rajendramanshre — Mon, 25 Sep 2023 13:37:48 GMT

I want to learn a non parametric canonical correlation analysis. I have two sets data as their linear combination of 3 or more variables and do not follow approximate multi variate normal distribution.
How could I get its solution in SAS or in any other software?
Thanks 🙏

Re: A non parametric canonical correlation analysis

PaigeMiller — Mon, 25 Sep 2023 13:51:15 GMT

I am not aware of (and google does not find) examples of doing non parametric canonical correlation in SAS. I can't speak about other software (but maybe google can)

Re: A non parametric canonical correlation analysis

rajendramanshre — Mon, 25 Sep 2023 13:54:54 GMT

I didn't find it in Google and so, am asking for help.

Re: A non parametric canonical correlation analysis

PaigeMiller — Mon, 25 Sep 2023 14:12:06 GMT

@rajendramanshre wrote:
I didn't find it in Google and so, am asking for help.

I think that means you can't do it in SAS right now, unless you write your own code.

Re: A non parametric canonical correlation analysis

Ksharp — Tue, 26 Sep 2023 11:28:43 GMT

Firstly PROC CANCORR can do canonical correlation analysis.

But for non parametric canonical correlation analysis,
I guess you could get ranks of variables by PROC RANK ,and you could feed it into PROC CANCORR.

And maybe @StatDave know more thing.