Digby's H

Digby's H is a measure of association for a 2 × 2 contingency table. It is a nonlinear transformation of the odds ratio, proposed by P. G. N. Digby in 1983 as a computationally simple approximation to the tetrachoric correlation coefficient, which otherwise requires iterative numerical estimation.

Formula

For a 2×2 table of binary variables U and V with cell frequencies or proportions

V = 0V = 1
U = 0ab
U = 1cd

the odds ratio is

ω=adbc.

Digby's H is defined as

H=(ad)3/4−(bc)3/4(ad)3/4+(bc)3/4.

Equivalently, in terms of the odds ratio,

H=ω3/4−1ω3/4+1.

Properties

Digby's H ranges from −1 to 1. It equals zero under statistical independence of U and V, since independence implies ad=bc and hence ω=1. Positive values indicate positive association; negative values indicate negative association.

Because H depends on the table only through the ratio ad/bc, it is invariant under multiplication of all four cell frequencies by the same positive constant, and — like any function of the odds ratio alone — its value is determined by ω independently of the row and column marginal totals.

Digby's H belongs to a one-parameter family of odds-ratio transformations sometimes called generalized Yule coefficients,

Sq=(ad)q−(bc)q(ad)q+(bc)q,

where q=1 gives Yule's Q,

Q=ad−bcad+bc,

q=1/2 gives Yule's Y,

Y=ad−bcad+bc,

and q=3/4 gives Digby's H. All members of this family are zero under independence and share the same sign as ad−bc.

See also

References

  1. ↑ Digby, P. G. N. (1983). "Approximating the tetrachoric correlation coefficient". Biometrics. 39 (3): 753–757. doi:10.2307/2531104.
  2. 1 2 Warrens, Mathieu J. (2008). "On Association Coefficients for 2×2 Tables and Properties That Do Not Depend on the Marginal Distributions". Psychometrika. 73 (4): 777–789. doi:10.1007/s11336-008-9070-3. PMC 2798022.
  3. ↑ Bonett, D. G.; Price, R. M. (2007). "Statistical Inference for Generalized Yule Coefficients in 2 × 2 Contingency Tables". Sociological Methods & Research. 35 (3): 429–446. doi:10.1177/0049124106292358.