L-Bivariate and L-Multivariate Association Coefficients
- Author(s):
- Kong, Nan; Lewis, Charles
- Publication Year:
- 2008
- Report Number:
- RR-08-40
- Source:
- ETS Research Report
- Document Type:
- Report
- Page Count:
- 30
- Subject/Key Words:
- Entropy, L-Bivariate Association Coefficient, L-Multivariate Association Coefficient, K-dependence
Abstract
Unlike the K-dependence coefficient, which is an asymmetrical measure, the L-multivariate association coefficient is a symmetrical measure. A direct application of the L-multivariate association coefficient is in variables selection or variables reduction. This paper also explores the relationship between the L-multivariate association coefficient and the K-dependence coefficient.
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- http://dx.doi.org/10.1002/j.2333-8504.2008.tb02126.x