Generalization of the covariance concept is discussed for mixed categorical and numerical data. Gini’s definition of variance for categorical data gives us a starting point to address this issue. The value difference in the original definition is changed to a vector in value space, giving a new definition of covariance for categorical and numerical data. It leads to reasonable correlation coefficients when applied to typical contingency tables.
CITATION STYLE
Okada, T. (2000). A note on covariances for categorical data. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 1983, pp. 150–157). Springer Verlag. https://doi.org/10.1007/3-540-44491-2_23
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