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

[Weiwei Shi]

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.

thanks.

On 10/13/06, Achim Zeileis <Achim.Zeileis at 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 at stat.math.ethz.ch mailing list
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> > 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