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

Digby's H is defined as

Equivalently, in terms of the odds ratio,

Properties

Digby's H ranges from −1 to 1. It equals zero under statistical independence of U and V, since independence implies and hence . 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,

where gives Yule's Q,

gives Yule's Y,

and gives Digby's H. All members of this family are zero under independence and share the same sign as .

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.