The gamma coefficient revisited

Valentin Rousson

Statistics & Probability Letters, 2007, vol. 77, issue 17, 1696-1704

Abstract: We introduce a variant of Goodman and Kruskal's gamma coefficient which can be interpreted as a measure of "proportional-reduction-in-variation". Our goal was to provide the gamma coefficient with an R2-like interpretation, which makes interpretation of intermediate values easier.

Keywords: Gamma; coefficient; Ordinal; association; Ordinal; variation; Geometric; mean; R2-like; quantity; Measure; of; proportional-reduction-in-variation (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (2)

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