L‐bivariate and L‐multivariate Association Coefficients
Year: 2008
Type: article
Abstract: ABSTRACT Given a system of multiple random variables, a new measure called theL‐multivariate association coefficient is defined using (conditional) entropy. Unlike traditional correlation measures, theL‐multivariate association coefficient measures the multiassociations or multirelations among the multiple variables in the given system; that is, theL‐multivariate association coefficient measures the degree of the association for the given system. TheL‐multivariate association coefficient for the system of two random variables is also called theL‐bivariate association coefficient. The association measured by theL‐multivariate association coefficient is a general type of association, not any specific type of a linear or nonlinear association. Unlike theK‐dependence coefficient, which is an asymmetrical measure, theL‐multivariate association coefficient is a symmetrical measure. A direct application of theL‐multivariate association coefficient is in variables selection or variables reduction. This paper also explores the relationship between theL‐multivariate association coefficient and theK‐dependence coefficient.
Source: ETS Research Report Series
Authors: Nan Kong, Charles Lewis
Institution: Educational Testing Service
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1968492310