I think Wherry has pointed out that eta coefficient is a special case of
Pearson correlation, and demonstrated how to interpret it.
Pete


-----Original Message-----
From: [EMAIL PROTECTED] [mailto:[EMAIL PROTECTED]
Behalf Of Herman Rubin
Sent: Monday, November 10, 2003 6:34 AM
To: [EMAIL PROTECTED]
Subject: Re: Correlations with dummy variables?

In article <[EMAIL PROTECTED]>,
Robert Lundqvist  <[EMAIL PROTECTED]> wrote:
>I found in one of the textbooks we use that calculating correlation
>coefficients is not meaningful when you have categorical data. However,
>using dummy variables should be possible, shouldn't it? Either when you
>have one ordinary numerica variable and one dummy, or even when you have
>two dummy variables. If not, could someone please put me in the right
>direction so I can stop be so hesitating in class...Comments are welcome,
>even if it turns out that I should have understood this.

Correlations are rarely appropriate, but regressions are.
It means something that the effect of the dichotomous variable
is something; it does not mean anything that it has a correlation
of whatever with the variable being explained.

Not only is normality not the rule, but it is not at all
common.  Standardization and transformations complicate the
theory greatly.


--
This address is for information only.  I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Department of Statistics, Purdue University
[EMAIL PROTECTED]         Phone: (765)494-6054   FAX: (765)494-0558
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