Calculate Mutual Information in Base SAS

AmitKB — Wed, 20 Apr 2011 23:07:50 GMT

Hi,
I want to calculate Mutual Information of two variables. Is there a sas procedure which does it. I have Base SAS 9.2 and SAS/STAT.

Regards,

Amit

Re: Calculate Mutual Information in Base SAS

DougWielenga — Fri, 11 Aug 2017 16:03:36 GMT

Your ability to calculate 'Mutual Information' depends on whether you are using the term in the broad sense (e.g. the correlation between variables might be a way to assess information which two variables share) or if you are talking about the more specific way the term has been used. Specifically, Mutual Information is a term used to measure how similar the joint distribution p(X,Y) is to the products of a factored marginal distribution p(X)p(Y) for a pair of variables. If you are referring to this specific definition, I know of no Base SAS or SAS/STAT procedures which provide this calculation.

Note: You can specify Mutual Information as a weighting method inside of SAS Text Miner but this would not provide the information described above.

Cordially,

Doug

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Calculate Mutual Information in Base SAS

Re: Calculate Mutual Information in Base SAS