The correlation between two variables,
and
, is:
where
,
,
,
,
,
,
is the Calibrated Weight for the
th of
is the number of observations,
is a variable with
unique values, categorised in the range
,
is a variable with
unique values, categorised in the range
,
The tests statistic is:

where
,
,
,
,
,
,
,
,
,
,
,
,

See also
Correlations - Comparing Two Numeric Variables