The proc varclus statement in SAS is used to create clusters of variables that are correlated with each others and dis-correlated with other clusters.
Here is the link of the explanation: https://support.sas.com/documentation/cdl/en/statug/63033/HTML/default/viewer.htm#statug_varclus_sect004.htm
The clustering could be done using the following parameter:
"PROPORTION= specifies the minimum proportion of variance explained by a cluster component"
My question is: how do they calculate proportion of variance explained by a cluster component?
Thank you in advance :)
Comments
Post a Comment