07-11-2014 03:25 AM
I'm currently writting my thesis and I'm facing a problem with the proc surveyreg. My teacher wants me to cluster my sample for an analysis with the help of procsurveyreg but I do not succeed to.
I want to cluster on two factors. Here is a sample of the data I want to cluster. I need to cluster the traders based on transactions and volume.
Could you please help me with it ?
07-14-2014 09:55 AM
SURVEYREG supports clustering through the CLUSTER statement and stratification through the STRATA statement. Please share what code you are attempting. You may need to run PROC FASTCLUS (or some other clustering procedure) prior to your analysis, to classify the various records into clusters.
07-14-2014 01:04 PM
Cluster is also a sample design issue in survey analysis procs. For example students sampled within each School building of a School district. The STRATA could be School Districts and Clusters are the Schools. You would as a minimum need a totals data set and each strata should indicate the number of clusters.
If your not sampling withing the Id_trader then it looks like you may be looking at more of a domain analysis then clusters.
If you are looking for similarity between your ID_trader values then you would use one of the clustering procedures to identify the similar groups and likely want to merge that into the data as a model variable but not a sample cluster.