Bergsma, Wicher 
ORCID: 0000-0002-2422-2359
(2013)
A bias-correction for Cramér’s and Tschuprow’s.
Journal of the Korean Statistical Society, 42 (3).
pp. 323-328.
ISSN 1226-3192
Abstract
Cramér's V and Tschuprow's T are closely related nominal variable association measures, which are usually estimated by their empirical values. Although these estimators are consistent, they can have large bias for finite samples, making interpretation difficult. We propose a new and simple bias correction and show via simulations that, for larger than 2 × 2 tables, the newly obtained estimators outperform the classical (empirical) ones. For 2 × 2 tables performance is comparable. The larger the table and the smaller the sample size, the greater the superiority of the new estimators.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.journals.elsevier.com/journal-of-the-ko... |
| Additional Information: | © 2012 The Korean Statistical Society. |
| Divisions: | Statistics |
| Subjects: | H Social Sciences > HA Statistics |
| Date Deposited: | 01 Aug 2013 10:43 |
| Last Modified: | 20 Nov 2024 23:18 |
| URI: | http://eprints.lse.ac.uk/id/eprint/51279 |
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