OUT= Data Set

The OUT= data set contains all the variables in the original data set plus new variables containing the canonical variable scores. The N= option determines the number of new variables. The OUT= data set is not created if N=0. The names of the new variables are formed by concatenating the value given by the PREFIX= option (or the prefix CAN if the PREFIX= option is not specified) and the numbers 1, 2, 3, and so on. The OUT= data set can be used as input to PROC CLUSTER or PROC FASTCLUS. The cluster analysis should be performed on the canonical variables, not on the original variables.

OUTSTAT= Data Set

The OUTSTAT= data set is a TYPE=ACE data set containing the following variables:

• the BY variables, if any

• the two new character variables, _TYPE_ and _NAME_

• the variables analyzed—that is, those in the VAR statement, or, if there is no VAR statement, all numeric variables not listed in any other statement

Each observation in the new data set contains some type of statistic as indicated by the _TYPE_ variable. The values of the _TYPE_ variable are as follows:

MEAN

mean of each variable

STD

standard deviation of each variable

N

number of observations on which the analysis is based. This value is the same for each variable.

SUMWGT

sum of the weights if a WEIGHT statement is used. This value is the same for each variable.

COV

covariances between each variable and the variable named by the _NAME_ variable. The number of observations with _TYPE_=COV is equal to the number of variables being analyzed.

ACE

estimated within-cluster covariances between each variable and the variable named by the _NAME_ variable. The number of observations with _TYPE_=ACE is equal to the number of variables being analyzed.

EIGENVAL

eigenvalues of INV(ACE)*(COVACE). If the N= option requests fewer than the maximum number of canonical variables, only the specified number of eigenvalues are produced, with missing values filling out the observation.

RAWSCORE

raw canonical coefficients.

To obtain the canonical variable scores, these coefficients should be multiplied by the raw data centered by means obtained from the observation with _TYPE_=’MEAN’.

SCORE

standardized canonical coefficients. The _NAME_ variable contains the name of the corresponding canonical variable as constructed from the PREFIX= option. The number of observations with _TYPE_=SCORE equals the number of canonical variables computed.

To obtain the canonical variable scores, these coefficients should be multiplied by the standardized data, using means obtained from the observation with _TYPE_=’MEAN’ and standard deviations obtained from the observation with _TYPE_=’STD’.

The OUTSTAT= data set can be used in the following conditions:

• to initialize another execution of PROC ACECLUS

• to compute canonical variable scores with the SCORE procedure

• as input to the FACTOR procedure, specifying METHOD=SCORE, to rotate the canonical variables