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Nominal data currently lack a correlation coefficient, such as has already defined for real data. A measure is possible … 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 …
Persistent link: https://www.econbiz.de/10005621267
Nominal data currently lack a correlation coefficient, such as has already defined for real data. A measure is possible … contingency matrix, we can construct a matrix of pairwise correlations R so that the overall correlation is f[R]. An option is to … take the maximal multiple correlation within R. …
Persistent link: https://www.econbiz.de/10005621531