Let count concordant pairs and discordant pairs, and let count pairs tied only on the indicated variable. Thenwhen both factors in the denominator are positive. Unlike Goodman and Kruskal's gamma, this coefficient accounts for ties. Its absolute value is at most one: form vectors of the comparison signs for all unordered pairs. Their inner product is and their squared norms are the two denominator factors, in reverse variable order. The Cauchy-Schwarz inequality supplies the bound. A variable constant throughout gives a zero denominator, not a meaningful zero association.[ref]
Ordinal association measures in the DescTools documentation. KendallTauB: tie-adjusted rank association and relation to cor(method="kendall")
Articles by others on the same topic
There are currently no matching articles.