A generalized analysis of the dependence structure by means of ANOVA

Antonello D'Ambra, Anna Crisci and Pasquale Sarnacchiaro

Journal of Applied Statistics, 2015, vol. 42, issue 10, 2192-2202

Abstract: The multiple non-symmetric correspondence analysis (MNSCA) is a useful technique for analysing the prediction of a categorical variable through two or more predictor variables placed in a contingency table. In MNSCA framework, for summarizing the predictability between criterion and predictor variables, the Multiple-TAU index has been proposed. But it cannot be used to test association, and for overcoming this limitation, a relationship with C-Statistic has been recommended. Multiple-TAU index is an overall measure of association that contains both main effects and interaction terms. The main effects represent the change in the response variables due to the change in the level/categories of the predictor variables, considering the effects of their addition. On the other hand, the interaction effect represents the combined effect of predictor variables on the response variable. In this paper, we propose a decomposition of the Multiple-TAU index in main effects and interaction terms. In order to show this decomposition, we consider an empirical case in which the relationship between the demographic characteristics of the American people, such as race, gender and location ( column variables ), and their propensity to move ( row variable ) to a new town to find a job is considered.

Date: 2015
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Citations: View citations in EconPapers (2)

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DOI: 10.1080/02664763.2015.1023269

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