phi、Matthews 和 Pearson 相关系数之间的关系问题的答案?表明三种系数方法都是等价的。
我不是统计学家,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"`.
根据维基百科(http://en.wikipedia.org/wiki/Pearson_product-moment_correlation_coefficient),皮尔逊相关性描述为:
giving a value between +1 and −1 inclusive, where:
1 is total positive correlation,
0 is no correlation, and
−1 is total negative correlation
Pearson 相关系数解释最好理解为以下内容(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,对于 MCC 结果范围在 -1 和 1 之间没有任何程度的解释。该系数适用于负数和正数的不平衡数据集,如果在这种情况下预测器是准确的,则准确度指标无法很好地估计。
对于不平衡的数据集,F 度量是否是与 MCC 进行比较以评估预测器性能的好指标?例如:有些情况F-measure = 94%
和MCC = 0.58
。它告诉了预测器什么?
我可以对马修斯相关系数采用相同的解释,还是解释上有一些不同的含义?我相信这两个系数在解释上也是等价的。