如何解释马修斯相关系数(MCC)?


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问题的答案phi,Matthews和Pearson相关系数之间的关系?表明三种系数方法都是等效的。

我不是来自统计数据,所以这应该是一个简单的问题。

Matthews的论文(www.sciencedirect.com/science/article/pii/0005279575901099)描述了以下内容:

"A correlation of:
   C =  1 indicates perfect agreement,
   C =  0 is expected for a prediction no better than random, and
   C = -1 indicates total disagreement between prediction and observation"`.

根据Wikipedia(http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient),皮尔森相关性描述为:

giving a value between +1 and −1 inclusive, where:
   1 is total positive correlation, 
   0 is no correlation, and
  −1 is total negative correlation

最好理解Pearson相关系数的解释如下(根据http://faculty.quinnipiac.edu/libarts/polsci/Statistics.html):

If r =
   +.70 or higher Very strong positive relationship
   +.40 to +.69 Strong positive relationship
   +.30 to +.39 Moderate positive relationship
   +.20 to +.29 weak positive relationship
   +.01 to +.19 No or negligible relationship
   -.01 to -.19 No or negligible relationship
   -.20 to -.29 weak negative relationship
   -.30 to -.39 Moderate negative relationship
   -.40 to -.69 Strong negative relationship
   -.70 or higher Very strong negative relationship

阅读一些论文,对MCC结果范围在-1和1之间没有任何程度的解释。此系数对于负数和正数的不平衡数据集非常有用,如果在这种情况下预测变量是准确的,则精度度量无法很好地估计。

对于不平衡的数据集,F度量是与MCC进行比较以评估预测器性能的好指标吗?例如:在某些情况下,F-measure = 94%MCC = 0.58。它对预测变量有什么启示?

对于Matthews相关系数,我可以采用相同的解释吗,或者在解释上有不同的含义?我相信这两个系数在解释中也相等。

Answers:



0

Matthews相关系数是Pearson相关系数的特例。因此,它们的解释是相同的。在我的github博客文章中检查派生词和其他详细信息。


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