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http://dx.doi.org/10.5351/KJAS.2021.34.4.523

A unified measure of association for complex data obtained from independence tests  

Lee, Seung-Chun (Department of Statistics, Hanshin University)
Huh, Moon Yul (Department of statistics, Sung Kyun Kwan University)
Publication Information
The Korean Journal of Applied Statistics / v.34, no.4, 2021 , pp. 523-536 More about this Journal
Abstract
Although there exist numerous measures of association, most of them are lacking in generality in that they do not intend to measure the association between heterogeneous type of random variables. On the other hand, many statistical analyzes dealing with complex data sets require a very sophisticate measure of association. In this note, the p-value of independence tests is utilized to obtain a measure of association. The proposed measure of association have some consistency in measuring association between various types of random variables.
Keywords
measure of association; independence test; complex data; p-value; rank correlation coefficient; Kruskal-Wallis test; Pearson's $X^2$ test; Pearson's ${\phi}^2$;
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