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Applying R2-Type Measures to Ordered Categorical Data

Alan Agresti
Technometrics
Vol. 28, No. 2 (May, 1986), pp. 133-138
DOI: 10.2307/1270449
Stable URL: http://www.jstor.org/stable/1270449
Page Count: 6
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Applying R2-Type Measures to Ordered Categorical Data
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Abstract

The concentration and entropy measures for categorical data tend to be highly dependent on the choice of response categories. If the categorization of the response variable is arbitrary but it is reasonable to assume an underlying continuous distribution, then an adaptation of the regression R2 measure can be useful for describing multiple association.

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