Canonical Correlation and Ridge Regression Macros

Two macro routines are installed with for performing canonical correlation and ridge regression. Macros are inherently less robust than regular commands. Error checking is minimal, and small errors produce large numbers of uninformative messages, giving little clue to the real cause of the problem. Syntax must be entered exactly as documented:

• Enter subcommands in the order shown.
• Do not include a slash before the first subcommand.
• Enter keywords exactly as shown. Do not abbreviate them, and do not extend them (even if they look like abbreviations).
• Do not omit equal signs, but do not add them if none are displayed in the syntax diagram.
• Remember that these "command names" are actually macro calls, which are expanded into (lengthy) sequences of commands and Matrix language statements. The command name should not appear anywhere within the specifications of the command, for example within a variable name.
• These macros create new files in the current directory. If you do not have write permission to the current directory (this can happen if you are running the program on a network), change the current directory. You can do this by opening or saving a file on your own hard disk.
• You cannot run these macros if split-file processing is in effect.