classify: Over 200 measures of association, correlation and forecast accuracy for categorical outcomes

Andrei Sirchenko

German Stata Conference 2026 from Stata Users Group

Abstract: I describe a new community-contributed command, classify, that computes various measures of association and correlation between two categorical variables (dichotomous and polytomous, nominal and ordinal), diagnostic scores of probabilistic forecasts of such variables, and various measures of the accuracy of deterministic forecasts of them. I compiled a comprehensive catalog of over 200 measures of association, correlation, and forecast verification and diagnostic scores for probabilistic forecasts from different fields, along with the terminological synonymy and bibliography associated with them. In addition to the overall measures, the command computes the class-specific metrics as well as their macro and weighted averages.

Date: 2026-08-24
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Working Paper: classify: Over 200 measures of association, correlation, and forecast accuracy for categorical outcomes (2024)
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