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st: cluster analysis validation


From   "Dasinger, Lisa" <ldasinger@thezenith.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: cluster analysis validation
Date   Mon, 16 Apr 2012 15:57:30 -0700

I've run a cluster analysis in Stata 11.2 based on three continuous
variables using -cluster wardslinkage- with the default
similarity/dissimilarity measure to generate 6 groups.  I'd like to know
if there is a way to apply the same cluster analysis to a new set of
data.  In other words, is there a way to run a new dataset through the
old cluster analysis and see how new observations are classified, akin
to running a regression equation and then taking a new dataset to obtain
out of sample predictions?  
 
If so, is there a way to evaluate how well the "old" analysis fits the
new data, e.g., by determining how similar/dissimilar each new
observation is to the observations in the cluster in which each is
placed, and whether the new observation is placed in the "best" cluster,
meaning the one that minimizes the distance between the observation and
the "center" of the existing cluster?

I am new to cluster analysis and am looking for a way to validate the
"old" cluster analysis.  
 
Lisa


Lisa Dasinger, Ph.D.

Data Reporting Manager
Claims Analytics

 

Zenith Insurance Company
Pleasanton Regional Office
4309 Hacienda Drive, Suite 200
Pleasanton, CA 94588
 

ldasinger@thezenith.com

www.TheZenith.com
 

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