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Correlation and regression in contingency tables. A measure of association or correlation in nominal data (contingency tables), using determinants

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Colignatus, Thomas

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Abstract

Nominal data in contingency tables currently lack a correlation coefficient, such as has already been defined for real data. A measure can be designed using the determinant, with the useful interpretation that the determinant gives the ratio between volumes. A contingency table by itself gives all connections between the variables. Required operations are only normalization and aggregation by means of that determinant, so that, in fact, a contingency table is its own correlation matrix. The idea for the normalization is that the conditional probabilities given the row and column sums can also be seen as regression coefficients that hence depend upon correlations. With M a m × n contingency table and n ≤ m the suggested measure is r = Sqrt[det[A'A]] with A = Normalized[M]. The sign can be recovered from a generalization of the determinant to non-square matrices. With M an n1 × n2 × ... × nk contingency matrix, we can construct a matrix of pairwise correlations R. A matrix of such pairwise correlations is called an association matrix. If that matrix is also positive semi-definite (PSD) then it is a proper correlation matrix. The overall correlation then is R = f[R] where f can be chosen to impose PSD-ness. An option is to use f[R] = Sqrt[1 - det[R]]. However, for both nominal and cardinal data the advisable choice is to take the maximal multiple correlation within R. The resulting measure of “nominal correlation” measures the distance between a main diagonal and the off-diagonal elements, and thus is a measure of strong correlation. Cramer’s V measure for pairwise correlation can be generalized in this manner too. It measures the distance between all diagonals (including cross-diagaonals and subdiagonals) and statistical independence, and thus is a measure of weaker correlation. Finally, when also variances are defined then regression coefficients can be determined from the variance-covariance matrix.

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Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 3394.

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Date of creation: 15 Mar 2007
Date of revision: 20 Jun 2007
Handle: RePEc:pra:mprapa:3394

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Keywords: association correlation contingency table volume ratio determinant nonparametric methods nominal data nominal scale categorical data Fisher’s exact test odds ratio tetrachoric correlation coefficient phi Cramer’s V Pearson contingency coefficient uncertainty coefficient Theil’s U eta meta-analysis Simpson’s paradox causality statistical independence regression

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C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - General

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  1. Cotter, John, 2004. "Minimum Capital Requirement Calculations for UK Futures," MPRA Paper 3527, University Library of Munich, Germany. [Downloadable!]
  2. Minh Ha-Duong & Michael Grubb & Jean-Charles Hourcade, 1997. "Influence of socioeconomic inertia and uncertainty on optimal CO2-emission abatement," Post-Print halshs-00002452_v1, HAL. [Downloadable!]
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