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发表于 2012-2-17 12:52:23
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Mahalanobis distances on a heat map
From Dapangmao's blog on sas-analysis
<div class="separator" style="clear: both; text-align: center;"><a href="http://1.bp.blogspot.com/-bccx7mtmT64/Tz3NhKhJ9hI/AAAAAAAAA7U/ixPJe2yxiIM/s1600/SGRender20.png" imageanchor="1" style="margin-left: 1em; margin-right: 1em;"><img border="0" height="300" src="http://1.bp.blogspot.com/-bccx7mtmT64/Tz3NhKhJ9hI/AAAAAAAAA7U/ixPJe2yxiIM/s400/SGRender20.png" width="400" /></a></div><br />
I just learned Mahalanobis distance from <a href="http://blogs.sas.com/content/iml/2012/02/15/what-is-mahalanobis-distance/">Rick’s blog post</a> yesterday, and realized <a href="http://blogs.sas.com/content/iml/2012/02/02/detecting-outliers-in-sas-part-3-multivariate-location-and-scatter/">its significance in detecting outliers</a>. One of SAS’s online documents shows how to <a href="http://support.sas.com/kb/30/662.html">use PCA method to find Mahalanobis distances</a>. And in SAS 9.3, the popular <a href="http://blogs.sas.com/content/graphicallyspeaking/2011/12/08/calendar-heatmaps-in-gtl/">heat map</a> becomes available<br />
<br />
SAS’s classic help dataset SASHELP.CLASS has weight, height, age and some other information for 19 teenagers. I calculated the pair-wise Mahalanobis distances according to their age, weight and height, and showed those distances on a heat map. It seems that it is helpful to tell how similar two teenagers are to each other.<br />
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<pre style="background-color: #ebebeb; border: 1px dashed rgb(153, 153, 153); color: #000001; font-size: 14px; line-height: 14px; overflow: auto; padding: 5px; width: 100%;"><code>
/* 1 -- Find pairwise Mahalanobis distances */
proc princomp data=sashelp.class std out=_1 noprint;
var age weight height;
run;
proc distance data=_1 out=_2;
var interval(prin:);
id name;
run;
/* 2 -- Restructrue data */
data _3(where=(missing(distance)=0));
set _2;
array a[*] _numeric_;
do i = 1 to dim(a);
x = name;
y = vlabel(a[i]);
distance = a[i];
output;
end;
keep x y distance;
run;
data _4;
set _3 _3(rename=(x=y y=x));
run;
/* 3 -- Draw Mahalanobis distances on a heat map */
proc template;
define statgraph heatmapparm;
begingraph;
layout overlay / xaxisopts=(label=" ") yaxisopts=(label=" ");
heatmapparm x = x y = y colorresponse = distance / name = "heatmap";
continuouslegend "heatmap" / orient = vertical location = outside;
endlayout;
endgraph;
end;
run;
ods html style = money;
proc sgrender data=_4 template=heatmapparm;
run;</code><code></code></pre><br />
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