topic Re: proc varclus in SAS Procedures

proc varclus

loredana_cornea — Mon, 03 Nov 2014 09:27:45 GMT

I have a dilemma and although I have searched the internet for answers I'm still confused.

I have a dataset with about 400 variables. I would like to reduce their number by applying proc varclus and then retaining a variable/cluster by using the centroid method.

Now, if I understood correctly this procedure is based on the R-squared that implies linearity. It's a powerfull hypothesis that I cannot test on all 400 variables.

My question is, does the procedure work for nonlinear relationships or not?

Are there any papers, as far as you know that treat this subject (proc varclus and non-linearity) that I could read?

Thank you

Re: proc varclus

gergely_batho — Mon, 03 Nov 2014 10:23:51 GMT

Yes, proc varclus (like PCA and FACTOR) implies linearity (and also normality).

On the other hand in a datamining context it usually works (unless you have extreme nonlinearities).

Search for "nonlinear PCA", "PROC PRINQUAL" ,"PROC NEURAL" if you worry about nonlinearity.

nonlinear PCA here:

http://support.sas.com/resources/papers/proceedings14/SAS313-2014.pdf

Re: proc varclus

Ksharp — Mon, 03 Nov 2014 12:06:20 GMT

I don't know if it satisfy your demand .

Check proc corr's the fifth example .

Cronbach’s Coefficient Alpha