An Alternative to the Correlation Coefficient That Works For Numeric and Categorical Variables




Using an insight from Information Theory, we devised a new metric – the x2y metric – that quantifies the strength of the association between pairs of variables.

The x2y metric has several advantages:

It works for all types of variable pairs (continuous-continuous, continuous-categorical, categorical-continuous and categorical-categorical)

It captures linear and non-linear relationships

Perhaps best of all, it is easy to understand and use.

I hope you give it a try in your work.

Author(s): Rama Ramakrishnan

Publication Date: 15 April 2021

Publication Site: R Views