Multivariate Analysis: Canonical Discriminant Analysis

You can use the Method tab to set options in the analysis. (See Figure 29.3.) The Method tab contains the following UI controls:

Number of canonical variables: specifies the number of canonical variables. This option corresponds to the NCAN= option in the PROC DISCRIM statement.
Covariance within groups: specifies assumptions about the homogeneity of within-group covariances. This option corresponds to the POOL= option in the PROC DISCRIM statement.
Prior probability of group membership: specifies assumptions about the prior probabilities of group membership. This option corresponds to choosing either the EQUAL or PROPORTIONAL option in the PRIORS statement.
Classify observations by: specifies a method of classifying observations based on their canonical scores. This option corresponds to the CROSSVALIDATE option in the PROC DISCRIM statement.