Coefficient of colligation

In statistics, Yule's Y, also known as the coefficient of colligation, is a measure of association between two
binary variables. The measure was developed by George Udny Yule in 1912,[1][2] and should not be
confused with Yule's coefficient for measuring skewness based on quartiles.

Formula
For a 2×2 table for binary variables U and V with frequencies or proportions

V=0 V=1
U=0 a b

U=1 c d

Yule's Y is given by

Yule's Y is closely related to the odds ratio OR = ad/(bc) as is seen in following formula:

Yule's Y varies from −1 to +1. −1 reflects total negative correlation, +1 reflects perfect positive association
while 0 reflects no association at all. These correspond to the values for the more common Pearson
correlation.

Yule's Y is also related to the similar Yule's Q, which can also be expressed in terms of the odds ratio. Q and
Y are related by:

Interpretation
Yule's Y gives the fraction of perfect association in per unum (multiplied by 100 it represents this fraction in
a more familiar percentage). Indeed, the formula transforms the original 2×2 table in a crosswise symmetric
table wherein b = c = 1 and a = d = √ OR .

For a crosswise symmetric table with frequencies or proportions a = d and b = c it is very easy to see that it
can be split up in two tables. In such tables association can be measured in a perfectly clear way by
dividing (a – b) by (a + b). In transformed tables b has to be substituted by 1 and a by √ OR . The
transformed table has the same degree of association (the same OR) as the original not-crosswise symmetric
table. Therefore, the association in asymmetric tables can be measured by Yule's Y, interpreting it in just the
same way as with symmetric tables. Of course, Yule's Y and (a  −  b)/(a  +  b) give the same result in
crosswise symmetric tables, presenting the association as a fraction in both cases.

Yule's Y measures association in a substantial, intuitively understandable way and therefore it is the measure
of preference to measure association.

Examples
The following crosswise symmetric table

V=0 V=1
U=0 40 10

U=1 10 40

can be split up into two tables:

V=0 V=1
U=0 10 10

U=1 10 10

and

V=0 V=1

U=0 30 0
U=1 0 30

It is obvious that the degree of association equals 0.6 per unum (60%).

The following asymmetric table can be transformed in a table with an equal degree of association (the odds
ratios of both tables are equal).

V=0 V=1

U=0 3 1

U=1 3 9

Here follows the transformed table:

V=0 V=1
U=0 3 1

U=1 1 3
The odds ratios of both tables are equal to 9. Y = (3 − 1)/(3 + 1) = 0.5 (50%)

References
1. Yule, G. Udny (1912). "On the Methods of Measuring Association Between Two Attributes" (h
ttps://zenodo.org/record/1449482). Journal of the Royal Statistical Society. 75 (6): 579–652.
doi:10.2307/2340126 (https://doi.org/10.2307%2F2340126). JSTOR 2340126 (https://www.j
stor.org/stable/2340126).
2. Michel G. Soete. A new theory on the measurement of association between two binary
variables in medical sciences: association can be expressed in a fraction (per unum,
percentage, pro mille....) of perfect association (2013), e-article, BoekBoek.be

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