Dan is right, you can also try GeoQlik extension for your heat map and more.
GeoQlik enables you to add multiple analysis on one map and use extra spatial data sets.
you can download GeoQlik trial here:
and find a quick start here:
It will allow you to run analysis on Continents, States and a 3rd administrative level.
Should you wish to try with your geographic data, please contact us (email@example.com).
if you need anything else do contact us too