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

[Achim Zeileis]

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
> 
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