cluster-analysis and NA's

Hi,

Hi,

exist a special cluster-analysis algorithms
which can work with NA's.

a further "problem" is that i want cluster
variables not cases to identify special variable-set's.

Is it a common way turn the data.frame and use
kmeans,because this works with NA's, or have anybody another
method for finding "variable-sets"  , with exception of factor analysis.

thanks for advance
Christian

The choice of a clustering method depends very much on the aims of your
analysis and especially on your concept of "similarity" between the
entities to cluster. One of the most often used methods for clustering
variables is to compute a dissimilarity matrix between the variables, where
dissimilarity is defined as 1-correlation or 1-|correlation| (depending on
if you want variables pointing in almost exactly the opposite direction 
to be interpreted as similar or as extremely dissimilar).
Then you can apply one of the algorithms of hclust or agnes of library
cluster (the latter is not a bad choice as a default). 
NAs are not a big problem because correlations can be properly computed in
presence of NAs.

Christian

 

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***********************************************************************
Christian Hennig
Seminar fuer Statistik, ETH-Zentrum (LEO), CH-8092 Zuerich (current)
and Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg
hennig at stat.math.ethz.ch, http://stat.ethz.ch/~hennig/
hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
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