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ERIC Number: EJ1111234
Record Type: Journal
Publication Date: 2008-Jul
Pages: 35
Abstractor: As Provided
ISSN: EISSN-2330-8516
"L"-Bivariate and "L"-Multivariate Association Coefficients. Research Report. ETS RR-08-40
Kong, Nan; Lewis, Charles
ETS Research Report Series, Jul 2008
Given a system of multiple random variables, a new measure called the "L"-multivariate association coefficient is defined using (conditional) entropy. Unlike traditional correlation measures, the L-multivariate association coefficient measures the multiassociations or multirelations among the multiple variables in the given system; that is, the "L"-multivariate association coefficient measures the degree of the association for the given system. The "L"-multivariate association coefficient for the system of two random variables is also called the "L"-bivariate association coefficient. The association measured by the "L"-multivariate association coefficient is a general type of association, not any specific type of a linear or nonlinear association. 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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Publication Type: Journal Articles; Reports - Research
Education Level: N/A
Audience: N/A
Language: English
Sponsor: N/A
Authoring Institution: N/A
Grant or Contract Numbers: N/A