kendall_tau_b: Kendall's tau-b

In tsostarics/sostools:

Kendall's tau-b

Description

Calculate sample form of Kendall's Tau-b (Kendall 1945; Agresti 2010, pg 188).

Usage

kendall_tau_b(contingency_table)

Arguments

contingency_table

2D contingency table of counts

Details

Another association measure based on C-D that also incorporates information about tied pairs. "In fact, tau-b-hat is a type of correlation even for rxc tables, using sign socres for pairs of observations." (Agresti 2010, 188)

Note that this is NOT the same as Kendall's tau (Kendall 1938), which should be used for continuous variables where there are no tied pairs (Tx=Ty=Txy=0).

Because this uses concordancy pairs, ascending or descending order in the ‘xtabs' contingency table doesn’t matter.

Value

Kendall's tau b for the sample contingency table.

tsostarics/sostools documentation built on Nov. 22, 2022, 7:26 p.m.