Goodman-Kruskal statistics

Measures of association between categorical variables

Goodman-Kruskal tau

Goodman-Kruskal tau is a measure of association for cross tabulation of nominal level variables. It measures the percentage improvement in predictability of the dependent variable (column or row variable) given the value of other variables (row or column variables.) It is same as Goodman-Kruskal lambda except the calculations are based on assignment probabilities given by marginal or conditional proportions.

Goodman-Kruskal lambda

Goodman-Kruskal lambda is a measure of association for cross tabulations of nominal level variables. It measures the percentage improvement in probability of the dependent variable (column or row variable) given the value of other variables (row or column variables.)

Goodman-Kruskal gamma

Goodman-Kruskal gamma measures the association between the ordinal variables and is denoted by g. Perfect association exists when |g| = 1. If X and Y are independent, g = 0.  in ord and binary log reg.