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

Andrei Sirchenko, J. Huismans and J. W. Nijenhuis
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J. Huismans: University of Amsterdam
J. W. Nijenhuis: Nedap NV

2024 Stata Conference from Stata Users Group

Abstract: We describe a new Stata 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. We compiled a comprehensive catalogue of over 210 measures of association, correlation and forecast verification and 9 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: 2024-08-04
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Persistent link: https://EconPapers.repec.org/RePEc:boc:usug24:16

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