phi: Find the phi coefficient of correlation between two dichotomous variables
Description
Given a 1 x 4 vector or a 2 x 2 matrix of frequencies, find the phi coefficient of correlation. Typical use is in the case of predicting a dichotomous criterion from a dichotomous predictor.
Usage
phi(t, digits = 2)
Arguments
t
a 1 x 4 vector or a 2 x 2 matrix
digits
round the result to digits
Value
phi coefficient of correlation
Details
In many prediction situations, a dichotomous predictor (accept/reject) is validated against a dichotomous criterion (success/failure). Although a polychoric correlation estimates the underlying Pearson correlation as if the predictor and criteria were continuous and bivariate normal variables, the phi coefficient is the Pearson applied to a matrix of 0's and 1s.
For a very useful discussion of various measures of association given a 2 x 2 table, and why one should probably prefer the Yule coefficient, see Warren (2008).
Given a two x two table of counts
llll{
a b a+b
c d c+d
a+c b+d a+b+c+d
}
convert all counts to fractions of the total and then \
Phi = a- (a+b)*(a+c)/sqrt((a+b)(c+d)(a+c)(b+d) )
References
Warrens, Matthijs (2008), On Association Coefficients for 2x2 Tables and Properties That Do Not Depend on the Marginal Distributions. Psychometrika, 73, 777-789.