say I have discrete(nominal) variables Y, X1 and X2. X1 and X2 have different number of levels. I want to assess whether Y is associated more with X1 or X2.
I understand that I could use chi-square test or G-square test to test whether Y is associated with X1 and X2 respectively. But I don't know how to compare the magnitude of the association. I thought about using the Chi-square or the G-square value, but it seems to me that if X1 and X2 have different number of levels, the Chi-square or G-square is not directly comparable.
If my variables were continuous I could probably compare pearson correlation coefficients for magnitude of linear association. Is there a corresponding metric in the discrete case?