An Alternative to the Correlation Coefficient That Works For Numeric and Categorical Variables

Posted on by Mary Pat Campbell

Link: https://rviews.rstudio.com/2021/04/15/an-alternative-to-the-correlation-coefficient-that-works-for-numeric-and-categorical-variables/

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Excerpt:

Using an insight from Information Theory, we devised a new metric – the x2y metric – that quantifies the strength of the association between pairs of variables.

The x2y metric has several advantages:

It works for all types of variable pairs (continuous-continuous, continuous-categorical, categorical-continuous and categorical-categorical)

It captures linear and non-linear relationships

Perhaps best of all, it is easy to understand and use.

I hope you give it a try in your work.

Author(s): Rama Ramakrishnan

Publication Date: 15 April 2021

Publication Site: R Views