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AmitKB
Fluorite | Level 6
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
1 ACCEPTED SOLUTION

Accepted Solutions
DougWielenga
SAS Employee

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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DougWielenga
SAS Employee

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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