Correlation among multiple categorical variables (Pandas)
You can using pd.factorize
df.apply(lambda x : pd.factorize(x)[0]).corr(method='pearson', min_periods=1)
Out[32]:
a c d
a 1.0 1.0 1.0
c 1.0 1.0 1.0
d 1.0 1.0 1.0
Data input
df=pd.DataFrame({'a':['a','b','c'],'c':['a','b','c'],'d':['a','b','c']})
Update
from scipy.stats import chisquare
df=df.apply(lambda x : pd.factorize(x)[0])+1
pd.DataFrame([chisquare(df[x].values,f_exp=df.values.T,axis=1)[0] for x in df])
Out[123]:
0 1 2 3
0 0.0 0.0 0.0 0.0
1 0.0 0.0 0.0 0.0
2 0.0 0.0 0.0 0.0
3 0.0 0.0 0.0 0.0
df=pd.DataFrame({'a':['a','d','c'],'c':['a','b','c'],'d':['a','b','c'],'e':['a','b','c']})
Turns out, the only solution I found is to iterate trough all the factor*factor pairs.
factors_paired = [(i,j) for i in df.columns.values for j in df.columns.values]
chi2, p_values =[], []
for f in factors_paired:
if f[0] != f[1]:
chitest = chi2_contingency(pd.crosstab(df[f[0]], df[f[1]]))
chi2.append(chitest[0])
p_values.append(chitest[1])
else: # for same factor pair
chi2.append(0)
p_values.append(0)
chi2 = np.array(chi2).reshape((23,23)) # shape it as a matrix
chi2 = pd.DataFrame(chi2, index=df.columns.values, columns=df.columns.values) # then a df for convenience