Advances and Applications in Statistics
Volume 10, Issue 1, Pages 15 - 24
(October 2008)
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A NEW MULTIVARIATE MEASURE OF ASSOCIATION FOR NOMINAL INDEPENDENT VARIABLE
Yonghwan Um (Korea)
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Abstract: A new measure of association is
proposed which measures the amount of association between a nominal independent
variable and multivariate dependent variables which may be interval or ordinal.
The proposed association measure builds on the volume of simplex defined by data
points introduced by Um. And it is affine invariant under a certain class of
nonsingular transformation. Comparison is made between the proposed association
measure and Berry
and Mielke’s association measure. Application of the proposed association measure is exemplified using two
real data sets. |
Keywords and phrases: measure of association, volume of simplex, affine invariant. |
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