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CONJOINT ANALYSIS
1
MSAN-624 V. Dimitrova P. 2
output. The utilities keyword in the PROC TRANSREG statement is very important
data; reflect reverses the ranks so that the highest rank indicates the most preferred
alternative. class (Brand Pack Calories Price) codes the independent variables as
dummy variables and zero=sum constrains the sum of the coefficient estimates, for
(COE), predicted ranks (Predicted), confidence limits (CLM), residuals (Residuals), and
leverages (Leverage).
2
SAS Output Page 1 of 4
Algorithm converged.
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SAS Output Page 2 of 4
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/26/2014
SAS Output Page 3 of 4
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SAS Output Page 4 of 4
Obs Rank Transformed Predicted Brand Pack Calories Price Rank Leverage
Ranks Ranks Residuals
1 4 9.2943 9.2943 Coke Can 0 8 0 0.5
2 2 10.6491 10.6491 Coke Bottle 0 8 0 0.5
3 6 6.9234 6.9234 Pepsi Can 15 8 8.88178E-16 0.5
4 5 8.2782 8.2782 Pepsi Bottle 15 8 0 0.5
5 11 2.7742 2.7742 Coke Can 15 10 0 0.5
6 9 4.1291 4.1291 Coke Bottle 15 10 0 0.5
7 3 9.8871 9.8871 Pepsi Can 0 10 0 0.5
8 1 11.2419 11.2419 Pepsi Bottle 0 10 0 0.5
9 12 -0.5281 -0.5281 Coke Can 15 12 0 0.5
10 8 5.5686 5.5686 Coke Bottle 0 12 -1.7764E-15 0.5
11 7 6.5847 6.5847 Pepsi Can 0 12 -1.7764E-15 0.5
12 10 3.1976 3.1976 Pepsi Bottle 15 12 4.44089E-16 0.5
13 . . . . . . .
14 . . . . . . .
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MSAN-624 V. Dimitrova P. 3
1) Brand: Minute Maid (1), Fairlee (2), and President’s Choice (3)
2) Preparation: Fresh frozen (1), From concentrate (2), and Pasteurized and
frozen (3)
3) Packaging: Glass jar (1), Aluminum can (2), and Tetra-Pack (3)
Optimal designs are provided by computer algorithms. These designs are especially
useful when classical designs such as factorials cannot be implemented. Typically,
optimal design matrices are not orthogonal and effect estimates are correlated.
Optimal design generation involves straight optimizations based on a selected
optimality criterion and the model that will be fit; in other words, design optimality is
model dependent. Three optimality criteria are commonly employed. D optimality
maximizes the determinant of the information matrix X’X for a selected model or, in
other words, minimizes the variance-covariance matrix of the vector of parameter
estimates which equals σ2(X’X)-1. A optimality minimizes the trace of (X’X)-1; in other
words, it minimizes the sum of the variances of the parameter estimates for the
selected model. G optimality is based on σM, the maximum standard error for
prediction over the candidate set. The formulas for these 3 measures of design
optimality or efficiency are:
3
MSAN-624 V. Dimitrova P. 4
Here is a design optimization SAS program for the orange juice study.
4
MSAN-624 V. Dimitrova P. 5
First we create a dataset containing all possible attribute combinations. Note that
attribute levels must be designated by numbers.
ORDERED instructs SAS to select attribute levels in order 1, 2, etc. Without the SEED
keyword we might not be able to replicate the design.
5
MSAN-624 V. Dimitrova P. 6
First we evaluate a saturated design comprising the same number of design points as
the number of parameters. This design estimates parameters without error and
allow us to EXAMINE the best performing design (number=1) by printing the design, its
information matrix, and the variance matrix of the coefficient estimates (EXAMINE
number=1 design info var). If we do not wish to examine the best performing design
we can simply print it (OUTPUT OUT=T number=1). Because saturated designs estimate
parameters without error, we may double the number of design points by replacing
n=Saturated with n = twice the number of design points of the saturated design.
6
SAS Output Page 1 of 5
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SAS Output Page 2 of 5
Average Prediction
Design Number D-Efficiency A-Efficiency G-Efficiency Standard Error
1 65.4200 35.2941 34.2997 1.6833
2 65.4200 35.2941 34.2997 1.6833
3 65.4200 34.2857 35.9211 1.6283
4 65.4200 34.1232 35.0823 1.6663
5 65.4200 34.1232 35.0823 1.6663
6 61.3686 36.0000 39.0567 1.6576
7 61.3686 34.1772 37.7964 1.6697
8 61.3686 33.3333 33.7526 1.7086
9 61.3686 32.5301 33.7526 1.7437
10 56.0809 13.8462 17.9605 2.7080
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SAS Output Page 3 of 5
Information Matrix
Intercept Brand1 Brand2 Prepare1 Prepare2 Pack1 Pack2 Price1 Price2
Intercept 9.0 0.0 4.2 2.4 -0.0 1.2 -2.1 -3.7 -2.1
Brand1 0.0 6.0 -0.0 0.0 0.0 -1.5 -2.6 -3.0 0.0
Brand2 4.2 -0.0 12.0 -1.7 -3.0 -0.9 -1.5 0.0 3.0
Prepare1 2.4 0.0 -1.7 9.0 -1.7 4.5 -4.3 -4.5 0.9
Prepare2 -0.0 0.0 -3.0 -1.7 9.0 -0.9 1.5 2.6 1.5
Pack1 1.2 -1.5 -0.9 4.5 -0.9 10.5 -0.9 -4.5 -0.9
Pack2 -2.1 -2.6 -1.5 -4.3 1.5 -0.9 7.5 2.6 -1.5
Price1 -3.7 -3.0 0.0 -4.5 2.6 -4.5 2.6 10.5 2.6
Price2 -2.1 0.0 3.0 0.9 1.5 -0.9 -1.5 2.6 7.5
Variance Matrix
Intercept Brand1 Brand2 Prepare1 Prepare2 Pack1 Pack2 Price1 Price2
Intercept 0.389 0.068 -0.275 -0.204 -0.196 0.068 0.039 0.068 0.275
Brand1 0.068 0.333 -0.000 0.083 -0.048 0.083 0.144 0.167 0.000
Brand2 -0.275 -0.000 0.333 0.241 0.194 -0.048 0.028 -0.000 -0.278
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SAS Output Page 4 of 5
Prepare1 -0.204 0.083 0.241 0.417 0.144 -0.083 0.144 0.083 -0.241
Prepare2 -0.196 -0.048 0.194 0.144 0.250 -0.048 -0.028 -0.048 -0.194
Pack1 0.068 0.083 -0.048 -0.083 -0.048 0.167 0.000 0.083 0.048
Pack2 0.039 0.144 0.028 0.144 -0.028 0.000 0.278 0.048 0.028
Price1 0.068 0.167 -0.000 0.083 -0.048 0.083 0.048 0.250 -0.048
Price2 0.275 0.000 -0.278 -0.241 -0.194 0.048 0.028 -0.048 0.417
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SAS Output Page 5 of 5
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SAS Output Page 1 of 5
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SAS Output Page 2 of 5
Average Prediction
Design Number D-Efficiency A-Efficiency G-Efficiency Standard Error
1 65.4200 35.2941 34.2997 1.6833
2 65.4200 35.2941 34.2997 1.6833
3 65.4200 34.2857 35.9211 1.6283
4 65.4200 34.1232 35.0823 1.6663
5 65.4200 34.1232 35.0823 1.6663
6 61.3686 36.0000 39.0567 1.6576
7 61.3686 34.1772 37.7964 1.6697
8 61.3686 33.3333 33.7526 1.7086
9 61.3686 32.5301 33.7526 1.7437
10 56.0809 13.8462 17.9605 2.7080
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SAS Output Page 3 of 5
Information Matrix
Intercept Brand1 Brand2 Prepare1 Prepare2 Pack1 Pack2 Price1 Price2
Intercept 9.0 1.2 2.1 1.2 -2.1 1.2 -2.1 -2.4 0.0
Brand1 1.2 7.5 -0.9 -1.5 -0.9 -3.0 -3.5 -1.5 -0.9
Brand2 2.1 -0.9 10.5 -0.9 -4.5 1.7 0.0 -0.9 7.5
Prepare1 1.2 -1.5 -0.9 10.5 -0.9 3.0 -3.5 -6.0 -3.5
Prepare2 -2.1 -0.9 -4.5 -0.9 7.5 -3.5 3.0 1.7 -3.0
Pack1 1.2 -3.0 1.7 3.0 -3.5 10.5 -0.9 -4.5 -0.9
Pack2 -2.1 -3.5 0.0 -3.5 3.0 -0.9 7.5 4.3 1.5
Price1 -2.4 -1.5 -0.9 -6.0 1.7 -4.5 4.3 9.0 1.7
Price2 0.0 -0.9 7.5 -3.5 -3.0 -0.9 1.5 1.7 9.0
Variance Matrix
Intercept Brand1 Brand2 Prepare1 Prepare2 Pack1 Pack2 Price1 Price2
Intercept 0.136 -0.000 -0.052 0.015 0.026 0.015 0.009 0.030 0.052
Brand1 -0.000 0.333 0.000 0.167 0.096 0.167 0.096 0.167 0.096
Brand2 -0.052 0.000 0.333 -0.032 0.056 -0.032 -0.019 0.032 -0.278
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SAS Output Page 4 of 5
Prepare1 0.015 0.167 -0.032 0.259 0.064 0.093 0.053 0.185 0.128
Prepare2 0.026 0.096 0.056 0.064 0.333 0.160 -0.130 0.128 0.111
Pack1 0.015 0.167 -0.032 0.093 0.160 0.259 -0.043 0.185 0.128
Pack2 0.009 0.096 -0.019 0.053 -0.130 -0.043 0.309 -0.086 -0.037
Price1 0.030 0.167 0.032 0.185 0.128 0.185 -0.086 0.370 0.064
Price2 0.052 0.096 -0.278 0.128 0.111 0.128 -0.037 0.064 0.444
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SAS Output Page 5 of 5
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MSAN-624 V. Dimitrova P. 7
Use the same program except replace the GENERATE n=Saturated iter=10
GENERATE AUGMENT=Include;
The BLOCKS Structure = (9)3 statement instructs SAS to create 9 trials, each
of the AUGMENT=Include option; otherwise it wouldn’t be needed. Note that you can
specify the number of iterations iter=10 either in the BLOCKS statement or in the
GENERATE statement.
7
MSAN-624 V. Dimitrova P. 8
Question
Network: Genre
1 = ABC 1 = Drama
2 = CBS 2 = Comedy
4 = NBC
4= Thursday
5 = Friday
Length:
30 = Half-hour show
60 = One-hour show
Constraints: Fox does not have network programming in the 10 o’clock hour.
8
MSAN-624 V. Dimitrova P. 9
9
MSAN-624 V. Dimitrova P. 10
PROC MEANS DATA=I mean; VAR ingredient fat Price calories; run;
The WEIGHT w; statement identifies the cases to be included into the estimation
(the active cases) and the holdout cases that will be used for validation. We create
two new datasets OUTTEST=estimates and OUTPUT OUT=T. These datasets contain
statistics that we will need to evaluate the output. The following procedure
extracts the R-Square statistic from the OUTTEST=estimates dataset and creates a
10
MSAN-624 V. Dimitrova P. 11
delete all rows that do not contain an importance statistic. Then we transpose the
column of importance statistics into a row. Finally, we print the importance of the
attribute.
PROC MEANS DATA=I mean; VAR ingredient fat Price calories; run;
11
MSAN-624 V. Dimitrova P. 12
The following procedures estimate the Kendall (for rank data) and Pearson (for
interval data) correlations between the Transformed Ranks (TRank) and the
Predicted Ranks (PRank). Correlations are estimated for holdout cases only.
12
SAS Output Page 1 of 58
ID=1
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SAS Output Page 2 of 58
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SAS Output Page 3 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
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SAS Output Page 4 of 58
ID=1
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SAS Output Page 5 of 58
ID=2
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SAS Output Page 6 of 58
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SAS Output Page 7 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 8 of 58
ID=2
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SAS Output Page 9 of 58
ID=3
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SAS Output Page 10 of 58
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SAS Output Page 11 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 12 of 58
ID=3
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SAS Output Page 13 of 58
ID=4
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SAS Output Page 14 of 58
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SAS Output Page 15 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 16 of 58
ID=4
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SAS Output Page 17 of 58
ID=5
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SAS Output Page 18 of 58
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SAS Output Page 19 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 20 of 58
ID=5
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SAS Output Page 21 of 58
ID=6
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SAS Output Page 22 of 58
Algorithm converged.
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SAS Output Page 23 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 24 of 58
ID=6
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SAS Output Page 25 of 58
ID=7
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SAS Output Page 26 of 58
Algorithm converged.
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 27 of 58
ID=7
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SAS Output Page 28 of 58
ID=8
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SAS Output Page 29 of 58
Algorithm converged.
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 30 of 58
ID=8
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SAS Output Page 31 of 58
ID=9
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SAS Output Page 32 of 58
Algorithm converged.
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SAS Output Page 33 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 34 of 58
ID=9
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SAS Output Page 35 of 58
ID=10
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SAS Output Page 36 of 58
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SAS Output Page 37 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 38 of 58
ID=10
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SAS Output Page 39 of 58
ID=11
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SAS Output Page 40 of 58
Algorithm converged.
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 41 of 58
ID=11
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SAS Output Page 42 of 58
ID=12
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SAS Output Page 43 of 58
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SAS Output Page 44 of 58
The standard errors are not adjusted for the fact that the dependent variable was transformed and so
are generally liberal (too small).
file:///C:/Users/vkaltche.LMUMAIN/AppData/Local/Temp/SAS%20Temporary%20Files/... 5/29/2014
SAS Output Page 45 of 58
ID=12
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SAS Output Page 46 of 58
Obs Rank Transformed Predicted Ingredient Fat Price Calories Rank Leverage
Ranks Ranks Residuals
1 9 14.2269 14.7737 Beef 2 2.59 250 -0.5468 0.00000
2 17 7.7448 7.7450 Beef 5 2.59 250 -0.0002 0.44444
3 2 20.7075 20.7075 Turkey 2 1.99 350 -0.0001 0.44444
4 1 24.7690 24.7692 Turkey 2 1.99 250 -0.0002 0.44444
5 22 -0.3801 -0.3800 Turkey 8 2.59 350 -0.0001 0.44444
6 7 14.2269 14.2266 Chicken 2 2.59 350 0.0003 0.44444
7 3 18.2886 18.2882 Chicken 2 2.59 250 0.0003 0.44444
8 20 3.6833 3.6833 Chicken 8 2.29 350 -0.0001 0.44444
9 19 3.6833 3.6833 Beef 5 2.59 350 -0.0001 0.44444
10 6 14.2269 14.2264 Turkey 5 2.29 250 0.0005 0.44444
11 12 10.7127 10.7125 Beef 5 1.99 350 0.0001 0.00000
12 5 18.2886 18.2887 Beef 2 2.29 250 -0.0002 0.44444
13 21 3.6814 3.6817 Turkey 8 2.59 250 -0.0002 0.44444
14 14 7.7448 7.7446 Beef 8 1.99 250 0.0002 0.44444
15 16 7.7448 6.6496 Turkey 5 2.59 350 1.0952 0.00000
16 10 14.2269 14.2271 Chicken 5 1.99 350 -0.0002 0.44444
17 15 7.7448 7.7450 Chicken 8 2.29 250 -0.0002 0.44444
18 11 14.2269 14.7746 Chicken 5 2.29 250 -0.5477 0.00000
19 8 14.2269 14.2271 Beef 2 2.29 350 -0.0002 0.44444
20 13 10.1648 10.1647 Turkey 5 2.29 350 0.0001 0.44444
21 4 18.2886 18.2887 Chicken 5 1.99 250 -0.0002 0.44444
22 18 3.6833 3.6829 Beef 8 1.99 350 0.0004 0.44444
23 . . . . . . . .
24 . . . . . . . .
25 4 18.7582 18.7580 Beef 2 2.59 250 0.0002 0.00000
26 12 11.6193 11.6197 Beef 5 2.59 250 -0.0004 0.44444
27 3 20.8359 20.8361 Turkey 2 1.99 350 -0.0001 0.44444
28 1 23.8119 23.8122 Turkey 2 1.99 250 -0.0002 0.44444
29 21 1.3894 1.3889 Turkey 8 2.59 350 0.0005 0.44444
30 8 14.5978 14.5985 Chicken 2 2.59 350 -0.0007 0.44444
31 6 17.5747 17.5746 Chicken 2 2.59 250 0.0001 0.44444
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SAS Output Page 47 of 58
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SAS Output Page 50 of 58
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SAS Output Page 51 of 58
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SAS Output Page 52 of 58
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SAS Output Page 53 of 58
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SAS Output Page 54 of 58
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SAS Output Page 55 of 58
ID R Square
1 1.00
2 1.00
3 1.00
4 1.00
5 1.00
6 1.00
7 1.00
8 1.00
9 1.00
10 1.00
11 0.49
12 1.00
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SAS Output Page 56 of 58
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Variable Mean
Ingredient 10.3637367
Fat 38.0929242
Price 38.0342160
Calories 13.5091231
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Obs ID Correlation
4 1 0.91287
8 2 1.00000
12 3 1.00000
16 4 1.00000
20 5 1.00000
24 6 1.00000
28 7 1.00000
32 8 1.00000
36 9 1.00000
40 10 1.00000
44 11 -0.81650
48 12 1.00000
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MSAN-624 V. Dimitrova P. 13
We conduct the conjoint analysis similar to Example 5. The new components are a
simulates market shares using the maximum utility (“first choice”) method. The
other two market share models are the Bradley-Terry-Luce (BTL) and logit
methods. Note that the maximum utility method is scale free, whereas the BTL
and logit methods are not invariant under linear transformations of the predicted
utility.
PROC RANK DATA=T OUT=r TIES=mean; VAR PRank; RANKS newRank; BY ID; run;
PROC FORMAT; VALUE $Profile 'Row1' = 'Coca-Cola, Diet, $3.50' 'Row6' = 'Coca-
Cola, Regular, $3.50' 'Row11' = 'Pepsi, Diet, $3.50' 'Row16' = 'Pepsi,
Regular, $3.50'; run;
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MSAN-624 V. Dimitrova P. 14
ContentRegular;
run;
PRINT=10 OUTTREE=sasuser.tree;
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For large samples (n > 100), we conduct initial cluster analysis with PROC FASTCLUS.
MAXC=50 specify the maximum number of clusters to create. RADIUS=.5 sets the
minimum distance when selecting new seeds, and DRIFT allows cluster seeds to
drift.
We then average the clustering variables for each of the newly formed FASTCLUS
clusters.
ContentRegular;
run;
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MSAN-624 V. Dimitrova P. 16
number of clusters. Note that we cluster the newly formed FASTCLUS clusters. I
PRINT=10 OUTTREE=sasuser.tree;
RSQUARE outputs the Semi-Partial R2 and the R2 criteria. For each level of the
joining the two clusters (a small reduction in variance means that the two clusters
are similar) and the R2 statistic shows the remaining variance that has not been
accounted for.
PSEUDO prints the Pseudo-F and the Pseudo-T2 statistics. The Pseudo-F statistic is
variation to within-cluster variation. We look for large values suggesting that the
mean vectors of all the clusters are different. The Pseudo-T2 statistic measures
the within-cluster variance of the newly formed cluster relative to the sum of
Pseudo-T2 statistic mean that the two clusters should not be combined because
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MSAN-624 V. Dimitrova P. 17
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MSAN-624 V. Dimitrova P. 18
Let’s compare this output to an output from the EML and the Ward methods if we
didn’t use FASTCLUS but directly clustered the initial 132 cases.
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MSAN-624 V. Dimitrova P. 19
The conclusions are very similar, so for this dataset we do not need to use
Next we plot the cluster means and interpret the clusters. We also cross the 3-
cluster solution with the 6-cluster solution suggested by the Pseudo F statistic.
run;
'ContentRegular' = 'Regular';
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MSAN-624 V. Dimitrova P. 20
DATA M2; SET M2; FORMAT _NAME_ $_NAME_.; label _NAME_ = 'Attribute Levels';
"Cluster 3");
Axis1 label=none;
run;
run;
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MSAN-624 V. Dimitrova P. 21
The new element is the correspondence analysis. First we label all clusters and
attribute levels. Then we conduct the correspondence analysis using PROC CORRESP.
label X1='Male 8' X2='Female 8' X3='Male 9' X4='Female 9' X5='Male 10'
X6='Female 10' X7='Male 11' X8='Female 11' X9='Male 12' X10='Female 12';
PROC MEANS DATA=CL5 MEAN SUM NOPRINT; VAR challenging easyuse imagination
run;
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MSAN-624 V. Dimitrova P. 22
correspondence data table explained by the total model. Each dimension's inertia
refers to the amount of that total variance explained by the dimension. In the
example, our model accounts for 4.8% of the variance in the data table. Of that,
Dimension 1 accounts for 50% (approximately 2.4% of the total variance), and the
first two dimensions account for 83.30% of the explained variance. The chi-square
test evaluates the hypothesis that the total inertia value is / is not different than
zero. In our example, we have χ (36) = 23.27 < 51.71 suggesting that our model
accounts for some of the variance. The coordinates for all categories (points) are
displayed. The Summary statistics table for the row / column points displays:
display equaling the sum of its two squared cosines. These are the cosines
of the angles between each axis and a vector from the origin to the point.
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Cluster History
Number Pseudo Pseudo Log
of Clusters Semipartial R- F t- Likelihood Log
Clusters Joined Freq R-Square Square Statistic Squared Ratio Likelihood Tie
10 CL11 CL144 262 0.0178 .543 69.7 23.4 28.35 -9796
9 CL22 CL12 120 0.0223 .521 71.9 20.1 23.45 -9820
8 CL9 CL15 139 0.0233 .497 74.9 18.5 17.05 -9837
7 CL24 CL36 35 0.0167 .481 81.9 25.9 40.26 -9877
6 CL108 CL62 33 0.0179 .463 91.7 57.1 52.35 -9929
5 CL10 CL16 324 0.0778 .385 83.4 92.2 47.70 -9977
4 CL8 CL53 146 0.0232 .362 101 16.7 43.30 -10020
3 CL7 CL4 181 0.0608 .301 115 41.7 66.97 -10087
2 CL5 CL3 505 0.2105 .091 53.3 158 49.26 -10137
1 CL2 CL6 538 0.0905 .000 . 53.3 7.044 -10144
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Cluster History
Number
of Semipartial Pseudo F Pseudo
Clusters Clusters Joined Freq R-Square R-Square Statistic t-Squared Tie
10 CL27 CL33 90 0.0197 .610 91.7 51.7
9 CL14 CL29 46 0.0212 .589 94.6 22.4
8 CL10 CL37 109 0.0262 .562 97.3 44.7
7 CL13 CL19 93 0.0304 .532 101 32.4
6 CL17 CL12 93 0.0411 .491 103 42.4
5 CL9 CL7 139 0.0453 .446 107 34.8
4 CL16 CL8 177 0.0548 .391 114 69.2
3 CL4 CL11 306 0.0634 .327 130 75.2
2 CL6 CL5 232 0.1076 .220 151 70.2
1 CL2 CL3 538 0.2199 .000 . 151
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Cluster History
Number
of Semipartial Pseudo F Pseudo
Clusters Clusters Joined Freq R-Square R-Square Statistic t-Squared Tie
10 CL14 OB41 78 0.0318 .738 334 108
9 CL17 CL11 104 0.0326 .705 319 36.5
8 CL16 CL15 97 0.0393 .666 304 83.1
7 CL9 CL12 138 0.0428 .623 295 38.3
6 CL13 CL35 662 0.0452 .578 293 1312
5 CL10 CL20 104 0.0595 .519 288 80.6
4 CL6 CL8 759 0.0799 .439 279 398
3 CL4 CL5 863 0.1228 .316 248 288
2 CL3 OB23 938 0.1436 .172 224 275
1 CL2 CL7 1076 0.1723 .000 . 224
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Degrees of Freedom = 36
Row Coordinates
Dim1 Dim2
Down-To-Earth -0.1328 -0.2611
Enthusiasts -0.2181 0.2743
Creatives 0.4054 0.0088
Intellectuals -0.0206 0.0054
Apathetic 0.1459 0.0657
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Column Coordinates
Dim1 Dim2
Male 8 -0.0383 0.1576
Female 8 0.3450 -0.0287
Male 9 -0.0590 0.2038
Female 9 0.2204 -0.0099
Male 10 0.0989 0.1047
Female 10 0.0930 0.0020
Male 11 -0.0791 -0.0730
Female 11 -0.0004 -0.2781
Male 12 -0.2041 0.0061
Female 12 -0.1335 -0.0811
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MSAN-624 V. Dimitrova P. 23
run;
The KMIN=1 and KMAX=3 options in the MODEL statement specify the minimum and
The OUTPUT statement requests that all relevant statistics are output into a new
(debtInc). The Akaike Information Criterion (AIC) and the Bayesian Information
Criterion (BIC) indicate that the distribution of the debt-to-income ratio variable is
lower debt-to-income ratio has a mean of 5.95% and a variance of 9.72. The other
9.72% and a variance of 45.08. The two debt-to-income ratio segments are
approximately equal in size. The lower debt-to-income ratio segment accounts for
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MSAN-624 V. Dimitrova P. 24
Because the model does not involve covariates, the predicted values for the two
Evaluate the mixture for the Income variable, and then evaluate a model with
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Model Information
Data Set WORK.SFG
Response Variable debtinc
Type of Model Homogeneous Mixture
Distribution Normal
Min Components 1
Max Components 3
Link Function Identity
Estimation Method Maximum Likelihood
Component Description
for Mixture Models
Model ID Normal
1 1
2 2
3 3
The model with 2 components (ID=2) was selected as 'best' based on the BIC (smaller is better).
Fit Statistics
-2 Log Likelihood 9650.3
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