Canonical correlation and chi-square: relationships and interpretation.

@article{Dunlap2000CanonicalCA,
  title={Canonical correlation and chi-square: relationships and interpretation.},
  author={William P. Dunlap and Charles J. Brody and Tom Greer},
  journal={The Journal of general psychology},
  year={2000},
  volume={127 4},
  pages={341-53}
}
A 2 x 2 chi-square can be computed from a phi coefficient, which is the Pearson correlation between two binomial variables. Similarly, chi-square for larger contingency tables can be computed from canonical correlation coefficients. The authors address the following series of issues involving this relationship: (a) how to represent a contingency table in terms of a correlation matrix involving r - 1 row and c - 1 column dummy predictors; (b) how to compute chi-square from canonical correlations… CONTINUE READING

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