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Re: st: Coefficient of strength of association -- eta
Deborah Garvey wrote:
> 1. What is the "coefficient of strength of association"? What exactly
> does eta measure?
Eta^2 is sometimes used as a measurement for a association between continious
and a categorical variable. It is the same as r^2 from the linear regression
of the continious variable on dummy-variables of the categorical variable.
In Stata you can therefore calculate it with -regress-. Another way stems from
a oneway ANOVA:
. oneway ability nation
. di r(MSS)/(r(MSS) + r(RSS)
I also have a user-written program for this on my computer. It is quite old,
and I don't know the source, but it works:
program define eta2
local exp "opt noprefix"
local if "opt"
local in "opt"
local varlist "req ex min(2)"
quietly oneway `varlist' `if' `in'
display in green "Eta. " in ye %4.3f `o'
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