Hi, Jay. I've been thinking about how to approach this problem. To find the optimal groupings there are many combinations to consider but you could try this simple (but nonexhaustive) approach:
a. Build a decision tree to predict B from A using maxbranches = 3 and maxdepth = 1. This will give you A' which has grouped the 10 original categories into 3.
b. Now predict A' from B, agaiin using maxbranches =3 and maxdepth = 1. This gives you B', with three ordered categories.
Examine the 3 by 3 crosstabulation between A' and B'.
You can get the code for mapping A to A' and B to B' from the Decision Tree node in Enterprise Miner and apply the code using as SAS Code node.
If that doesn't give you a satisfactory solution, try posting your question to the SAS “Mathematical Optimization, Discrete-event Simulation, and OR” community.
Hope this helps.
Ray
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