| Abstract: | Abstract
We present a simple form for the estimator of the point multiserial correlation coefficient between a quantitative variate X and a qualitative variate 7. Given a bivariate sample grouped in the form of an r × c contingency table the estimator is based on finding the optimum Y -scores which maximize the correlation coefficient. The resulting estimator is equivalent to Das Gupta's (1960) for ungrouped X -values, with the advantage of simplicity in its calculation. Under the assumption of conditional normality, the significance of point multiserial correlation may be studied by an F -test. |
