A common problem in establishing the construct validity of self-report inventories is the confounding of the purported meaning of test scores with response styles such as social desirability. Partial correlation is a traditional method of controlling such confounding effects. This paper demonstrates the analytic and interpretive advantages of using canonical correlation to remove the effects of a confounding variable. To this end, the present study examined the test protocols of 64 male inpatient alcoholics to determine whether a general measure of mental health (Sulliman Scale of Social Interest) was related to inventories that assess psychopathology (MMPI and PSI) beyond what one could expect by Ss responding in a socially desirable manner. The results of partial correlation and canonical correlation analysis were contrasted, which demonstrated the spuriousness of partial correlations in controlling for social desirability.