Measures of correlation or association

Question 1

To add : Point-biserial correlation coefficient

http://www.proac.uff.br/cede/sites/default/files/Workshop3.pdf

association vs. correlation vs. predictabiity…

relations to feature selection, dependence, regression, categorization, independence, information theory perspective

http: //www.psychstat.missouristate.edu/multibook/mlt08m.html
http: //courses.ncssm.edu/math/Stat_Inst/PDFS/Categorical%20Data%20Analysis.pdf
http: //www.researchgate.net/post/Which_test_do_I_use_to_estimate_the_correlation_between_an_independent_categorical_variable_and_a_dependent_continuous_variable

Kendall tau rank correlation coefficient

http://stats.stackexchange.com/questions/29489/how-do-i-study-the-correlation-between-a-continuous-variable-and-a-categorical

Answer 1

Point-biserial correlation coefficient

Question 2

Types of correlation coefficients

Answer 2

Nominal ——> Phi and Cramer’s V
– Ordinal ——> Somer’s D , Gamma, Kendall’s tau
– Nominal + Interval ——> Eta

source: http://www.proac.uff.br/cede/sites/default/files/Workshop3.pdf