Collinearity between continuous and categorical variable

Question

Collinearity between continuous and categorical variable

Suchithra

2020年8月5日 21:54

I have a medical dataset with features age, bmi, sex, gender, # of children, region, charges, smoker. Here smoker, gender, sex and region are categorical variables and others are numerical features. How do I check for collinearity between these in my dataset?

Topic collinearity python

Category Data Science

Benji · Accepted Answer · 2020年8月5日 21:54

You could just regress against any given variable.

You could also generate a matrix of correlation metrics. Depending on the variable type, you would need a different metric. Here are some common ones:

Numeric-Numeric: Pearson's Correlation Coefficient
- For rank correlation, you can use Spearman's Rank Correlation Coefficient
Nominal-Nominal: Cramér's V
- For two categories, this is equivalent to the Pearson Phi Coefficient
Numeric-Nominal: t-test for 2 variables or ANOVA for more than 2
- You can also just regress against them. For example, logistic regression between age and sex could suffice.

Collinearity between continuous and categorical variable

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