Computation of the Statistics
Formulas for statistics of METHOD=MEAN, METHOD=MEDIAN, METHOD=SUM,
METHOD=USTD, METHOD=STD, METHOD=RANGE, and METHOD=IQR are given in the
chapter on elementary statistics procedures
in the SAS Procedures Guide.
Note that the computations of median and upper and lower quartiles
depend on the PCTLMTD= option.
The other statistics listed in Table 59.2, except for METHOD=IN,
are described as follows:
- Euclidean length.
where xi is
the ith observation and n is the total number
of observations in the sample.
- Minkowski metric.
This metric is documented as the LEAST=p option in the PROC FASTCLUS
statement of the FASTCLUS procedure (see Chapter 27, "The FASTCLUS Procedure").
If you specify METHOD=L(p) in the PROC STDIZE
statement, your results are similar to those obtained from PROC
FASTCLUS if you specify the LEAST=p option with MAXCLUS=1 (and
use the default values of the MAXITER= option).
The difference between the two types of calculations concerns the
maximum number of iterations. In PROC STDIZE, it is a criteria for
convergence on all variables; In PROC FASTCLUS, it is a
criteria for convergence on a single variable.
The location and scale measures for L(p)
are output to the OUTSEED= data set in PROC FASTCLUS.
- ( maximum + minimum) / 2
- Tukey's biweight.
Refer to Goodall (1983, pp. 376 -378, p. 385) for
the biweight 1-step M-estimate.
Also refer to
Iglewicz (1983, pp. 416 -418) for the
- Hubers. Refer to Goodall (1983, pp. 371 -374)
for the Huber 1-step M-estimate.
Also refer to Iglewicz (1983, pp. 416 -418) for the Huber A-estimate of scale.
- Andrews' Wave. Refer to
Goodall (1983, p. 376) for the Wave 1-step M-estimate.
Also refer to Iglewicz (1983, pp. 416 -418) for the Wave
A-estimate of scale.
- the noniterative univariate form of the
estimator described by Art, Gnanadesikan,
and Kettenring (1982)
The AGK estimate is documented in the section on the
METHOD= option in the PROC ACECLUS
statement of the ACECLUS procedure
(also see the "Background" section in Chapter 16, "The ACECLUS Procedure").
Specifying METHOD=AGK(p) in the PROC STDIZE
statement is the same as specifying METHOD=COUNT
and P=p in the PROC ACECLUS statement.
- the absolute difference between two data
values. The minimum spacing for a proportion p is the
minimum absolute difference between two data values that
contain a proportion p of the data between them. The
mid minimum-spacing is the mean of these two data
Copyright © 1999 by SAS Institute Inc., Cary, NC, USA. All rights reserved.