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ON POINT MULTISERIAL CORRELATION 1
Author(s) -
Hamdan M. A.,
Schulman R. S.
Publication year - 1975
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1975.tb00941.x
Subject(s) - contingency table , estimator , mathematics , bivariate analysis , correlation coefficient , statistics , correlation , random variate , fisher transformation , normality , point (geometry) , random variable , geometry
We present a simple form for the estimator of the point multiserial correlation coefficient between a quantitative variate X and a qualitative variate 7. Given a bivariate sample grouped in the form of an r × c contingency table the estimator is based on finding the optimum Y ‐scores which maximize the correlation coefficient. The resulting estimator is equivalent to Das Gupta's (1960) for ungrouped X ‐values, with the advantage of simplicity in its calculation. Under the assumption of conditional normality, the significance of point multiserial correlation may be studied by an F ‐test.