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rajendramanshre
Calcite | Level 5
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 🙏
4 REPLIES 4
PaigeMiller
Diamond | Level 26

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)

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Paige Miller
rajendramanshre
Calcite | Level 5
I didn't find it in Google and so, am asking for help.
PaigeMiller
Diamond | Level 26

@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.

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Paige Miller
Ksharp
Super User
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.

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