Cramér's V

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In statistics, Cramér's V (sometimes referred to as Cramér's phi and denoted as φc) is a measure of association between two nominal variables, giving a value between 0 and +1 (inclusive). It is based on Pearson's chi-squared statistic and was published by Harald Cramér in 1946.[1]

Usage and interpretation

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φc is the intercorrelation of two discrete variables[2] and may be used with variables having two or more levels. φc is a symmetrical measure: it does not matter which variable we place in the columns and which in the rows. Also, the order of rows/columns does not matter, so φc may be used with nominal data types or higher (notably, ordered or numerical).

Cramér's V varies from 0 (corresponding to no association between the variables) to 1 (complete association) and can reach 1 only when each variable is completely determined by the other. It may be viewed as the association between two variables as a percentage of their maximum possible variation.

φc2 is the mean square canonical correlation between the variables.[citation needed]

In the case of a 2 × 2 contingency table Cramér's V is equal to the absolute value of Phi coefficient.

Calculation

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Let a sample of size n of the simultaneously distributed variables   and   for   be given by the frequencies

  number of times the values   were observed.

The chi-squared statistic then is:

 

where   is the number of times the value   is observed and   is the number of times the value   is observed.

Cramér's V is computed by taking the square root of the chi-squared statistic divided by the sample size and the minimum dimension minus 1:

 

where:

  •   is the phi coefficient.
  •   is derived from Pearson's chi-squared test
  •   is the grand total of observations and
  •   being the number of columns.
  •   being the number of rows.

The p-value for the significance of V is the same one that is calculated using the Pearson's chi-squared test.[citation needed]

The formula for the variance of Vc is known.[3]

In R, the function cramerV() from the package rcompanion[4] calculates V using the chisq.test function from the stats package. In contrast to the function cramersV() from the lsr[5] package, cramerV() also offers an option to correct for bias. It applies the correction described in the following section.

Bias correction

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Cramér's V can be a heavily biased estimator of its population counterpart and will tend to overestimate the strength of association. A bias correction, using the above notation, is given by[6]

  

where

  

and

  
  

Then   estimates the same population quantity as Cramér's V but with typically much smaller mean squared error. The rationale for the correction is that under independence,  .[7]

See also

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Other measures of correlation for nominal data:

Other related articles:

References

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  1. ^ Cramér, Harald. 1946. Mathematical Methods of Statistics. Princeton: Princeton University Press, page 282 (Chapter 21. The two-dimensional case). ISBN 0-691-08004-6 (table of content Archived 2016-08-16 at the Wayback Machine)
  2. ^ Sheskin, David J. (1997). Handbook of Parametric and Nonparametric Statistical Procedures. Boca Raton, Fl: CRC Press.
  3. ^ Liebetrau, Albert M. (1983). Measures of association. Newbury Park, CA: Sage Publications. Quantitative Applications in the Social Sciences Series No. 32. (pages 15–16)
  4. ^ "Rcompanion: Functions to Support Extension Education Program Evaluation". 2019-01-03.
  5. ^ "Lsr: Companion to "Learning Statistics with R"". 2015-03-02.
  6. ^ Bergsma, Wicher (2013). "A bias correction for Cramér's V and Tschuprow's T". Journal of the Korean Statistical Society. 42 (3): 323–328. doi:10.1016/j.jkss.2012.10.002.
  7. ^ Bartlett, Maurice S. (1937). "Properties of Sufficiency and Statistical Tests". Proceedings of the Royal Society of London. Series A. 160 (901): 268–282. Bibcode:1937RSPSA.160..268B. doi:10.1098/rspa.1937.0109. JSTOR 96803.
  8. ^ Tyler, Scott R.; Bunyavanich, Supinda; Schadt, Eric E. (2021-11-19). "PMD Uncovers Widespread Cell-State Erasure by scRNAseq Batch Correction Methods". BioRxiv: 2021.11.15.468733. doi:10.1101/2021.11.15.468733.
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