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How do I calculate p-values for Goodman and Kruskal's lambda and/or tau tests for association between categorical variables (measure improvement in predictability of the dependent variable given the value of the independent one based on modal probabilities [lambda] or marginal/conditional proportions [tau])? I know SPSS can do it, but I use R instead.

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  • $\begingroup$ DescTools has a test for tau (and gamma) and produces a CI for lambda. $\endgroup$
    – Glen_b
    Nov 18, 2018 at 1:44
  • $\begingroup$ DescTools doesn't give p-values for some reason, I've tried. Thank you for your try, but you're right about this question beeing off topic, so I've moved it to stackoverflow.com/questions/53366888/…. $\endgroup$
    – LRM
    Nov 19, 2018 at 15:56
  • $\begingroup$ A question about how to compute p-values for measures based on those tests would be on topic here; (you can even mention that you're working in R). It's also possible to back p-values out via confidence intervals, though it could be somewhat tedious. $\endgroup$
    – Glen_b
    Nov 19, 2018 at 20:57
  • $\begingroup$ <huge smile> In that case, I rephrase my question: how do I calculate p-values for Goodman and Kruskal's lambda and tau-tests and is there a way to do so in R? I hear it's based on chi²-distribution approximation, but I have no clue as to the mathematics behind it. ;) $\endgroup$
    – LRM
    Nov 20, 2018 at 1:54
  • $\begingroup$ On confidence intervals: yes, I sometimes do that (depending on the matter at hand), and it's always good to keep the option. Classical R hypothesis-testing functions such as chisq.test(), fisher.test(), wilcox.test() or gkgamma() (the latter from the MESS package) return htest-type objects that include p-values, confidence intervals, degrees of freedom, parameters, intermediate stats, etc. I've been trying to find an equivalent for Goodman & Kruskal's lambda and/or tau, but so far I haven't. For instance, DescTools and GoodmanKruskal return only coefficients, no intervals or p-vals. $\endgroup$
    – LRM
    Nov 20, 2018 at 2:05

1 Answer 1

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Let's create a synthesis data for illustration:

A <- sample(c("A1", "A2", "A3"), size=1000, replace = TRUE)
B <- sample(c("B1", "B2", "B3", "B4"), size=1000, replace = TRUE)
table(A, B)

Then this is the table of A and B

    B
A    B1 B2 B3 B4
  A1 79 86 90 87
  A2 76 89 79 93
  A3 70 92 84 75

Now, you can get the p-value of the Goodman and Kruskal's lambda test

library(MESS)
gkgamma_test <- gkgamma(table(A, B))
gkgamma_test

This is what you will get:

Goodman-Kruskal's gamma for ordinal
    categorical data

data:  table(A, B)
Z = -0.35154, p-value = 0.7252
95 percent confidence interval:
 -0.08784091  0.06112170
sample estimates:
Goodman-Kruskal's gamma 
             -0.0133596

You can also take only the p-value by using

gkgamma_test$p.value

then you will only have

[1] 0.7251808

NOTE: when using the gkgamma test like above, we assume that A and A are ordinal categorial.

In case A and B are nomials, use:

library(DescTools)
Lambda(table(A, B))

and the value for λ is (The value λ lies between 0 and 1; values close to 1 correspond to a strong association.)

[1] 0.01437815

Read more about the two comments from https://search.r-project.org/CRAN/refmans/DescTools/html/Lambda.html

https://www.rdocumentation.org/packages/vcdExtra/versions/0.7-6/topics/GKgamma

Measure of association - How to choose

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