A NEW MULTIVARIATE MEASURE OF ASSOCIATION FOR NOMINAL INDEPENDENT VARIABLE

Yonghwan Um (Korea)

Received April 23, 2008

Abstract

A new measure of association is proposed which measures the amount of association between a nominal independent variable and multivariate dependent variables which may be interval or ordinal. The proposed association measure builds on the volume of simplex defined by data points introduced by Um. And it is affine invariant under a certain class of nonsingular transformation. Comparison is made between the proposed association measure and Berry and Mielke’s association measure. Application of the proposed association measure is exemplified using two real data sets.

Keywords and phrases: measure of association, volume of simplex, affine invariant.