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Phi Coefficient


The phi coefficient is the Pearson correlation coefficient for two binary variables. For a 2×2 contingency table with cell counts

  0 1; 0 a b; 1 c d
(1)

it is

 phi=(ad-bc)/(sqrt((a+b)(c+d)(a+c)(b+d))).
(2)

Its magnitude is between 0 and 1 when all marginal totals are positive. For a 2×2 table, its absolute value equals Cramer's V.


See also

Contingency Table, Correlation Coefficient, Cramer's V

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References

Edwards, A. L. "The Phi Coefficient." §7.2 in An Introduction to Linear Regression and Correlation. San Francisco, CA: W. H. Freeman, pp. 68-72, 1976.

Cite this as:

Weisstein, Eric W. "Phi Coefficient." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/PhiCoefficient.html

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