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The CLUSTER Procedure

Ultrametrics

A dissimilarity measure is called an ultrametric if it satisfies the following conditions:

  • for all

  • for all ,

  • for all ,

  • for all , , and

Any hierarchical clustering method induces a dissimilarity measure on the observations—say, . Let be the cluster with the fewest members that contains both and . Assume was formed by joining and . Then define .

If the fusion of and reduces the number of clusters from to , then define . Johnson (1967) shows that if

     

then is an ultrametric. A method that always satisfies this condition is said to be a monotonic or ultrametric clustering method. All methods implemented in PROC CLUSTER except CENTROID, EML, and MEDIAN are ultrametric (Milligan; 1979; Batagelj; 1981).

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