Statistical Data Mining Using SAS Applications, Second Edition (Chapman & Hall CRC Data Mining and Knowledge Discovery Series)

ebk1439810750-f.pdf......Page 1
Statistical Data Mining Using SAS Applications: Second Edition......Page 3
Contents......Page 5
Why Use SAS Software?......Page 13
Coverage......Page 14
Textbook or a Supplementary Lab Guide......Page 15
I. Chapter 2......Page 16
IV. Chapter 5......Page 17
Potential Audience......Page 18
Additional Resources......Page 19
Acknowledgments......Page 21
About the Author......Page 23
1.1 Introduction......Page 25
1.2.1 Availability of Large Databases: Data Warehousing......Page 26
1.2.3 New Advancements in Analytical Methodology......Page 27
1.4 Data Mining: Users......Page 28
1.6.2 Data Processing......Page 30
1.6.3 Data Exploration and Descriptive Analysis......Page 31
1.6.5 Data Mining Solutions: Supervised Learning Methods......Page 32
1.6.6 Model Validation......Page 33
1.8 SAS Software the Leader in Data Mining......Page 34
1.8.2 SAS Enterprise Miner for Comprehensive Data Mining Solution......Page 35
1.9 Introduction of User-Friendly SAS Macros for Statistical Data Mining......Page 36
References......Page 37
2.2 Data Requirements in Data Mining......Page 39
2.4 Understanding the Measurement Scale of Variables......Page 40
2.6 Sampling for Data Mining......Page 41
2.7.1 Preparing PC Data Files before Importing into SAS Data......Page 42
2.7.2 Converting PC Data Files to SAS Datasets Using the SAS Import Wizard......Page 44
2.7.3 EXLSAS2 SAS Macro Application to Convert PC Data Formats to SAS Datasets......Page 45
2.7.4 Steps Involved in Running the EXLSAS2 Macro......Page 46
2.7.5 Case Study 1: Importing an Excel File Called “Fraud” to a Permanent SAS Dataset Called “Fraud”......Page 48
2.7.6 SAS Macro Applications—RANSPLIT2: Random Sampling from the Entire Database......Page 49
2.7.7 Steps Involved in Running the RANSPLIT2 Macro......Page 50
2.7.8 Case Study 2: Drawing Training (400), Validation (300), and Test (All Left-Over Observations) Samples from the SAS Data Called “Fraud”......Page 54
References......Page 57
3.2.1 Descriptive Statistics......Page 59
3.2.1.2 Robust Measures of Location......Page 60
3.2.1.4 Measures of Dispersion......Page 61
3.2.1.6 Detecting Deviation from Normally Distributed Data......Page 62
3.2.2 Graphical Techniques Used in EDA of Continuous Data......Page 63
3.3.1 Descriptive Statistical Estimates of Categorical Variables......Page 66
3.3.2 Graphical Displays for Categorical Data......Page 67
3.4.1 Exploring Categorical Variables Using the SAS Macro FREQ2......Page 68
3.4.1.1 Steps Involved in Running the FREQ2 Macro......Page 70
3.4.2 Case Study 1: Exploring Categorical Variables in a SAS Dataset......Page 71
3.4.3 EDA Analysis of Continuous Variables Using SAS Macro UNIVAR2......Page 73
3.4.3.1 Steps Involved in Running the UNIVAR2 Macro......Page 75
3.4.4 Case Study 2: Data Exploration of a Continuous Variable Using UNIVAR2......Page 77
3.4.5.1 Data Descriptions......Page 82
References......Page 88
4.1 Introduction......Page 91
4.2 Applications of Unsupervised Learning Methods......Page 92
4.3 Principal Component Analysis......Page 93
4.3.1 PCA Terminology......Page 94
4.4 Exploratory Factor Analysis......Page 95
4.4.1 Exploratory Factor Analysis versus Principal Component Analysis......Page 96
4.4.2.2 Heywood Case......Page 97
4.4.2.4 Factor Analysis Methods......Page 98
4.4.2.6 Estimating the Number of Factors......Page 99
4.4.2.8 Factor Loadings......Page 100
4.4.2.9 Factor Rotation......Page 101
4.4.2.11 Standardized Factor Scores......Page 102
4.5.1 Types of Cluster Analysis......Page 104
4.5.2 FASTCLUS: SAS Procedure to Perform Disjoint Cluster Analysis......Page 105
4.7 PCA and EFA Using SAS Macro FACTOR2......Page 106
4.7.1 Steps Involved in Running the FACTOR2 Macro......Page 107
4.7.2.1 Study Objectives......Page 108
4.7.2.2 Data Descriptions......Page 109
4.7.3.2 Data Descriptions......Page 121
4.7.3.1 Study Objectives......Page 140
4.7.3.2 Data Descriptions......Page 141
4.8 Disjoint Cluster Analysis Using SAS Macro DISJCLS2......Page 145
4.8.1 Steps Involved in Running the DISJCLS2 Macro......Page 148
4.8.2.1 Study Objective......Page 149
4.8.2.2 Data Descriptions......Page 150
References......Page 164
5.1 Introduction......Page 167
5.2 Applications of Supervised Predictive Methods......Page 168
5.3.1 Multiple Linear Regressions: Key Concepts and Terminology......Page 169
5.3.2 Model Selection in Multiple Linear Regression......Page 172
5.3.2.2  Model Selection Based on the New SAS PROC GLMSELECT......Page 173
5.3.3  Exploratory Analysis Using Diagnostic Plots......Page 174
5.3.4.2  Serial Correlation among the Residual......Page 178
5.3.4.5  Heteroscedasticity in Residual Variance......Page 179
5.3.6 Robust Regression......Page 180
5.3.7 Survey Regression......Page 181
5.4.1 Terminology and Key Concepts......Page 182
5.4.2 Model Selection in Logistic Regression......Page 185
5.4.3 Exploratory Analysis Using Diagnostic Plots......Page 186
5.4.3.1 Interpretation......Page 187
5.4.4.2 Influential Outlier......Page 188
5.5 Ordinal Logistic Regression......Page 189
5.6 Survey Logistic Regression......Page 190
5.7 Multiple Linear Regression Using SAS Macro REGDIAG2......Page 191
5.7.1 Steps Involved in Running the REGDIAG2 Macro......Page 192
5.8 Lift Chart Using SAS Macro LIFT2......Page 193
5.9 Scoring New Regression Data Using the SAS Macro RSCORE2......Page 194
5.9.1 Steps Involved in Running the RSCORE2 Macro......Page 195
5.10 Logistic Regression Using SAS Macro LOGIST2......Page 196
5.12.1 Study Objectives......Page 197
5.12.1.1 Step 1: Preliminary Model Selection......Page 199
5.12.1.2 Step 2: Graphical Exploratory Analysis and Regression Diagnostic Plots......Page 203
5.12.1.3 Step 3: Fitting the Regression Model and Checking for the Violations of Regression Assumptions......Page 215
5.12.1.4 Remedial Measure: Robust Regression to Adjust the Regression Parameter Estimates to Extreme Outliers......Page 227
5.13 Case Study 2: If-Then Analysis and Lift Charts......Page 230
5.14.2 Data Descriptions......Page 236
5.15.1 Study Objectives......Page 256
5.15.2 Data Descriptions......Page 258
5.15.2.1 Step 1: Best Candidate Model Selection......Page 259
5.15.2.2 Step 2: Exploratory Analysis/Diagnostic Plots......Page 261
5.15.2.3 Step 3: Fitting Binary Logistic Regression......Page 263
5.16.1 Study Objectives......Page 284
5.16.2 Data Descriptions......Page 285
5.17.2 Data Descriptions......Page 310
References......Page 325
6.1 Introduction......Page 329
6.3 Stepwise Discriminant Analysis......Page 330
6.4.1 Canonical Discriminant Analysis Assumptions......Page 332
6.4.2 Key Concepts and Terminology in Canonical Discriminant Analysis......Page 333
6.5.1 Key Concepts and Terminology in Discriminant Function Analysis......Page 334
6.7 Classification Tree Based on CHAID......Page 337
6.7.1 Key Concepts and Terminology in Classification Tree Methods......Page 338
6.9 Discriminant Analysis Using SAS Macro DISCRIM2......Page 340
6.9.1 Steps Involved in Running the DISCRIM2 Macro......Page 341
6.10 Decision Tree Using SAS Macro CHAID2......Page 342
6.10.1 Steps Involved in Running the CHAID2 Macro......Page 343
6.11.1 Study Objectives......Page 344
6.11.2 Case Study 1: Parametric Discriminant Analysis......Page 345
6.11.2.1 Canonical Discriminant Analysis (CDA)......Page 352
6.12.1 Study Objectives......Page 370
6.12.2 Data Descriptions......Page 371
6.13 Case Study 3: Classification Tree Using CHAID......Page 387
6.13.2 Data Descriptions......Page 388
6.14 Summary......Page 399
References......Page 400
7.1 Introduction......Page 401
7.2 Artificial Neural Network Methods......Page 402
7.3 Market Basket Association Analysis......Page 403
7.3.2 Limitations of Market Basket Association Analysis......Page 404
7.4 SAS Software: The Leader in Data Mining......Page 405
References......Page 406
A.2 Instructions for Downloading Macro-Call Files......Page 407
A.3 Instructions for Running the SAS Macros......Page 408
A.1 Help File for SAS Macro EXLSAS2......Page 411
A.2 Help File for SAS Macro RANSPLIT2......Page 414
A.3 Help File for SAS Macro FREQ2......Page 418
A.4 Help File for SAS Macro UNIVAR2......Page 422
A.5 Help File for SAS Macro FACTOR2......Page 425
A.6 Help File for SAS Macro DISJCLS2......Page 430
A.7 Help File for SAS Macro—REGDIAG2......Page 434
A.8 Help File for SAS Macro—LIFT2......Page 440
A.9 Help File for SAS Macro RSCORE2......Page 444
A.10 Help File for SAS Macro—LOGIST2......Page 447
A.11 Help File for SAS Macro LSCORE2......Page 452
A.12 Help File for SAS Macro DISCRIM2......Page 455
A.13 Help File for SAS Macro CHAID2......Page 460
Appendix III. Instruction for Using the SAS Macros with Enterprise Guide Code Window......Page 465