A new correlation coefficient between categorical, ordinal and interval variables with Pearson characteristics

• Published in: Computational statistics & data analysis Vol. 152; p. 107043
• Main Authors: Baak, M., Koopman, R., Snoek, H., Klous, S.
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.12.2020
• Subjects: algorithms; Contingency test; Correlation; Data analysis; Significance; Simulation; statistical models; theoretical models; Data analysis; Correlation; Contingency test; Simulation; Significance

A prescription is presented for a new and practical correlation coefficient, ϕK, based on several refinements to Pearson’s hypothesis test of independence of two variables. The combined features of ϕK form an advantage over existing coefficients. Primarily, it works consistently between categorical,...