BookmarkSubscribeRSS Feed
Prajna_450
Fluorite | Level 6

Hi guys,

 

I want to execute Correlation and VIF. I do not find a node to get the results of VIF anf correlation.

Kindly help, I need to execute this on a client work

 

Thank you,

Prajna

1 REPLY 1
MikeStockstill
SAS Employee

Hello Prajna_450:

 

In data mining, the number of inputs is often large,  The usual correlation/covariance matrix is on the order of the square of the number of inputs, so it can quickly become so large that interpreting it can become tedious.  However, if you do want to see it, then one method is to use the Principal Components node with the Print Eigenvalue Source property changed from No to Yes.

 

A more manageable approach might be to use the StatExplore node to compute standard univariate statistics, to compute standard bivariate statistics by class target and class segment, and to compute correlation statistics for interval variables by interval targets.

 

Variance Inflation Factor (VIF) is displayed for interval targets by the HP Regression node.

 

 

 

Thank you for your interest!

 

 

sas-innovate-2024.png

Join us for SAS Innovate April 16-19 at the Aria in Las Vegas. Bring the team and save big with our group pricing for a limited time only.

Pre-conference courses and tutorials are filling up fast and are always a sellout. Register today to reserve your seat.

 

Register now!

How to choose a machine learning algorithm

Use this tutorial as a handy guide to weigh the pros and cons of these commonly used machine learning algorithms.

Find more tutorials on the SAS Users YouTube channel.

Discussion stats
  • 1 reply
  • 1482 views
  • 0 likes
  • 2 in conversation