Tschuprow's T

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 T=ϕ2(r1)(c1) 

Tschuprow's T

In statistics, Tschuprow's T is a measure of association between two nominal variables, giving a value between 0 and 1 (inclusive). It is closely related to Cramér's V, coinciding with it for square contingency tables. It was published by Alexander Tschuprow (alternative spelling: Chuprov) in 1939.[1]

Definition

For an r × c contingency table with r rows and c columns, let πij be the proportion of the population in cell (i,j) and let

πi+=j=1cπij and π+j=i=1rπij.

Then the mean square contingency is given as

ϕ2=i=1rj=1c(πijπi+π+j)2πi+π+j,

and Tschuprow's T as

T=ϕ2(r1)(c1).

Properties

T equals zero if and only if independence holds in the table, i.e., if and only if πij=πi+π+j. T equals one if and only there is perfect dependence in the table, i.e., if and only if for each i there is only one j such that πij>0 and vice versa. Hence, it can only equal 1 for square tables. In this it differs from Cramér's V, which can be equal to 1 for any rectangular table.

Estimation

If we have a multinomial sample of size n, the usual way to estimate T from the data is via the formula

T^=i=1rj=1c(pijpi+p+j)2pi+p+j(r1)(c1),

where pij=nij/n is the proportion of the sample in cell (i,j). This is the empirical value of T. With χ2 the Pearson chi-square statistic, this formula can also be written as

T^=χ2/n(r1)(c1).

See also

Other measures of correlation for nominal data:

Other related articles:

Template:More citations needed

References

Template:Reflist

  • Liebetrau, A. (1983). Measures of Association (Quantitative Applications in the Social Sciences). Sage Publications
  1. Tschuprow, A. A. (1939) Principles of the Mathematical Theory of Correlation; translated by M. Kantorowitsch. W. Hodge & Co.