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Introduction to Clustering Procedures

Elongated Multinormal Clusters

In this example, the data are sampled from two highly elongated multinormal distributions with equal covariance matrices. The following SAS statements produce Figure 11.18:

   data elongate;
      keep x y;
      ma=8; mb=0; link generate;
      ma=6; mb=8; link generate;
      stop;
   generate:
      do i=1 to 50;
         a=rannor(7)*6+ma;
         b=rannor(7)+mb;
         x=a-b;
         y=a+b;
         output;
      end;
      return;
   proc fastclus data=elongate out=out maxc=2 noprint;
   run;
   
   %modstyle(name=ClusterStyle2,parent=Statistical,type=CLM,
   markers=Circle Triangle circlefilled);
   ods listing style=ClusterStyle;
   
   proc sgplot;
      scatter y=y x=x / group=cluster;   
      title 'FASTCLUS Analysis';
      title2 'of Data Containing Parallel Elongated Clusters';
   run;

Notice that PROC FASTCLUS found two clusters, as requested by the MAXC= option. However, it attempted to form spherical clusters, which are obviously inappropriate for these data.

Figure 11.18 Data Containing Parallel Elongated Clusters: PROC FASTCLUS
Data Containing Parallel Elongated Clusters: PROC FASTCLUS

The following SAS statements produce Figure 11.19:

   proc cluster data=elongate outtree=tree
                method=average noprint;
   run;
   
   proc tree noprint out=out n=2 dock=5;
      copy x y;
   run;
   
   proc sgplot;
      scatter y=y x=x / group=cluster;   
      title 'Average Linkage Cluster Analysis';
      title2 'of Data Containing Parallel Elongated Clusters';
   run;

Figure 11.19 Data Containing Parallel Elongated Clusters: PROC CLUSTER with METHOD=AVERAGE
Data Containing Parallel Elongated Clusters: PROC CLUSTER with METHOD=AVERAGE

The following SAS statements produce Figure 11.20:

   proc cluster data=elongate outtree=tree
                method=twostage k=10 noprint;
   run;
   
   proc tree noprint out=out n=2;
      copy x y;
   run;
   
   proc sgplot;
      scatter y=y x=x / group=cluster;   
      title 'Two-Stage Density Linkage Cluster Analysis';
      title2 'of Data Containing Parallel Elongated Clusters';
   run;

Figure 11.20 Data Containing Parallel Elongated Clusters: PROC CLUSTER with METHOD=TWOSTAGE
Data Containing Parallel Elongated Clusters: PROC CLUSTER with METHOD=TWOSTAGE

PROC FASTCLUS and average linkage fail miserably. Ward’s method and the centroid method (not shown) produce almost the same results. Two-stage density linkage, however, recovers the correct clusters. Single linkage (not shown) finds the same clusters as two-stage density linkage except for some outliers.

In this example, the population clusters have equal covariance matrices. If the within-cluster covariances are known, the data can be transformed to make the clusters spherical so that any of the clustering methods can find the correct clusters. But when you are doing a cluster analysis, you do not know what the true clusters are, so you cannot calculate the within-cluster covariance matrix. Nevertheless, it is sometimes possible to estimate the within-cluster covariance matrix without knowing the cluster membership or even the number of clusters, using an approach invented by Art, Gnanadesikan, and Kettenring (1982). A method for obtaining such an estimate is available in the ACECLUS procedure.

In the following analysis, PROC ACECLUS transforms the variables X and Y into the canonical variables CAN1 and CAN2. The latter are plotted and then used in a cluster analysis by Ward’s method. The clusters are then plotted with the original variables X and Y.


The following SAS statements produce Figure 11.21 and Figure 11.22:

   proc aceclus data=elongate out=ace p=.1;
      var x y;
      title 'ACECLUS Analysis';
      title2 'of Data Containing Parallel Elongated Clusters';
   run;
   
   proc sgplot;
      scatter y=can2 x=can1;
      title 'Data Containing Parallel Elongated Clusters';
      title2 'After Transformation by PROC ACECLUS';
   run;

Figure 11.21 Data Containing Parallel Elongated Clusters: PROC ACECLUS
ACECLUS Analysis
of Data Containing Parallel Elongated Clusters

The ACECLUS Procedure
 
Approximate Covariance Estimation for Cluster Analysis

Observations 100 Proportion 0.1000
Variables 2 Converge 0.00100

Means and Standard Deviations
Variable Mean Standard
Deviation
x 2.6406 8.3494
y 10.6488 6.8420

COV: Total Sample Covariances
  x y
x 69.71314819 24.24268934
y 24.24268934 46.81324861


Initial Within-Cluster Covariance Estimate = Full Covariance Matrix

Threshold = 0.328478

Iteration History
Iteration RMS
Distance
Distance
Cutoff
Pairs
Within
Cutoff
Convergence
Measure
1 2.000 0.657 672.0 0.673685
2 9.382 3.082 716.0 0.006963
3 9.339 3.068 760.0 0.008362
4 9.437 3.100 824.0 0.009656
5 9.359 3.074 889.0 0.010269
6 9.267 3.044 955.0 0.011276
7 9.208 3.025 999.0 0.009230
8 9.230 3.032 1052.0 0.011394
9 9.226 3.030 1091.0 0.007924
10 9.173 3.013 1121.0 0.007993

WARNING: Iteration limit exceeded.

ACE: Approximate Covariance Estimate
Within Clusters
  x y
x 9.299329632 8.215362614
y 8.215362614 8.937753936

Eigenvalues of Inv(ACE)*(COV-ACE)
  Eigenvalue Difference Proportion Cumulative
1 36.7091 33.1672 0.9120 0.9120
2 3.5420   0.0880 1.0000

Eigenvectors (Raw Canonical
Coefficients)
  Can1 Can2
x -.748392 0.109547
y 0.736349 0.230272

Standardized Canonical
Coefficients
  Can1 Can2
x -6.24866 0.91466
y 5.03812 1.57553

Figure 11.22 Data Containing Parallel Elongated Clusters after Transformation by PROC ACECLUS
Data Containing Parallel Elongated Clusters after Transformation by PROC ACECLUS

The following SAS statements produce Figure 11.23:

   proc cluster data=ace outtree=tree method=ward noprint;
      var can1 can2;
      copy x y;
   run;
   
   proc tree noprint out=out n=2;
      copy x y;
   run;
   
   proc sgplot;
      scatter y=y x=x / group=cluster;   
      title 'Ward''s Minimum Variance Cluster Analysis';
      title2 'of Data Containing Parallel Elongated Clusters';
      title3 'After Transformation by PROC ACECLUS';
   run;
   

Figure 11.23 Transformed Data Containing Parallel Elongated Clusters: PROC CLUSTER with METHOD=WARD
Transformed Data Containing Parallel Elongated Clusters: PROC CLUSTER with METHOD=WARD

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