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Peter Flom
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I am assuming that, by "level of measurement" you mean the "nominal, ordinal, interval, ratio" system introduced by Stevens and abused ever since.

First, I think you should be aware that these levels aren't exhaustive - that is, there are measurements that don't fit, see my blog post on this.

Notwithstanding the above, we can say some things:

  1. Nominal with anything - Unless the nominal variable takes only 2 levels, correlation doesn't really make sense. There are measures of association, but not correlation.

  2. Ordinal with ordinal, interval or ratio - It will often be best to use Spearman's rank correlation.

  3. Interval or ratio with interval or ratio - Here, Pearson's correlation is a good place to start, but you need to be aware of other possible problems (look up Anscombe's quartet for some problems that can occur).

Peter Flom
  • 128.4k
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  • 425