## Canonical Discriminant Analysis

To perform a canonical discriminant analysis requires
choosing a nominal Y variable and several interval
X variables.
You can generate tables of output from canonical discriminant analyses
by setting options in the Canonical Discriminant Options dialog
or by selecting Canonical Discrimination from the
Tables menu.

The tables shown have identical names and meanings as for
the section "Canonical Correlation", except that the
Eigenvalues table presents
eigenvalues of the matrix
*E*^{-1} *H*, where E is the matrix of the within-class
sums of squares and crossproducts and H is the matrix of
the between-class sums of squares and crossproducts.

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