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Posted 04-20-2011 07:07 PM
(1689 views)

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

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

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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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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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