期刊
JOURNAL OF THE KOREAN STATISTICAL SOCIETY
卷 42, 期 3, 页码 323-328出版社
KOREAN STATISTICAL SOC
DOI: 10.1016/j.jkss.2012.10.002
关键词
Contingency table; Nominal data; Measure of association; Chi-square test; Contingency coefficient; Cramer's V; Tschuprow's T; Bias-correction
Cramer's V and Tschuprow's T are closely related nominal variable association measures, which are usually estimated by their empirical values. Although these estimators are consistent, they can have large bias for finite samples, making interpretation difficult. We propose a new and simple bias correction and show via simulations that, for larger than 2 x 2 tables, the newly obtained estimators outperform the classical (empirical) ones. For 2 x 2 tables performance is comparable. The larger the table and the smaller the sample size, the greater the superiority of the new estimators. (C) 2012 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.
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