Re: [R] correlation b/w a continuous variable and a categorical variable

From: Achim Zeileis <Achim.Zeileis_at_wu-wien.ac.at>
Date: Fri 13 Oct 2006 - 22:37:01 GMT

On Fri, 13 Oct 2006 18:17:10 -0400 Weiwei Shi wrote:

> I see.
>
> i think the question is, I did not have a clear idea of the
> "correlation" between them (if I insist no transformation). Otherwise,
> for a binary variable case, maybe a simple "one-way t-test" serves the
> purpose if I defined such correlation or dependency as the group mean
> difference.

...another special case of the general framework I outlined below. But the man page and package vignette I already pointed you to, give you a much better explanation of this.
Z

> thanks.
>
> On 10/13/06, Achim Zeileis <Achim.Zeileis@wu-wien.ac.at> wrote:
> > On Fri, 13 Oct 2006 17:15:45 -0400 Weiwei Shi wrote:
> >
> > > Dear Listers:
> > >
> > > I happen to have this question in mind, is there a way to
> > > evaluate the "correlation" between
> > > a continuous variable and a categorical variable (without
> > > discretizing the former)? My intuitive is using lda by
> > > considering the latter as response variable but not sure.
> >
> > It depends what exactly you mean by "evaluate correlation". If you
> > want to test independence of two variables X and Y against some
> > form of association, you can generally use statistics based on
> > sum h(Y) * g(X)
> > where h() and g() are suitable transformations of X and Y. Special
> > cases of this framework are tests for correlation of continuous
> > variables and Chi-squared type statistics for categorical variables.
> > This approach is implemented in the package "coin", see
> > independence_test() and the package vignette.
> >
> > hth,
> > Z
> >
> > > thanks,
> > >
> > > weiwei
> > >
> > > --
> > > Weiwei Shi, Ph.D
> > > Research Scientist
> > > GeneGO, Inc.
> > >
> > > "Did you always know?"
> > > "No, I did not. But I believed..."
> > > ---Matrix III
> > >
> > > ______________________________________________
> > > R-help@stat.math.ethz.ch mailing list
> > > https://stat.ethz.ch/mailman/listinfo/r-help
> > > PLEASE do read the posting guide
> > > http://www.R-project.org/posting-guide.html and provide commented,
> > > minimal, self-contained, reproducible code.
> > >
> >
>
>
> --
> Weiwei Shi, Ph.D
> Research Scientist
> GeneGO, Inc.
>
> "Did you always know?"
> "No, I did not. But I believed..."
> ---Matrix III
>
> ______________________________________________
> R-help@stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html and provide commented,
> minimal, self-contained, reproducible code.
>



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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Sat Oct 14 08:38:30 2006

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