Calculate Mutual Information in Base SAS

[AmitKB]

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

[DougWielenga · Accepted solution]

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