Goodman and Kruskal's lambda
ID: goodman-and-kruskal-s-lambda
Predict categorical response by a most frequent category. Without knowing , the number of mistakes in a contingency table is . Allowing a separate most frequent response for each predictor row gives . Goodman and Kruskal's lambda is the fractional reduction in those mistakes when . Its direction matters, and it can vanish despite statistical association: if every row has the same most frequent response category, knowledge of changes no modal predictions even when the row distributions differ.
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