Partitioning a non-symmetric measure of association for three-way contingency tables

The Goodman–Kruskal tau index is a popular measure of asymmetry for two-way contingency tables where there is a one-way relationship between the variables. Numerous extensions of this index for multiway tables have been considered in the statistical literature. These include the Gray–Williams measures, Simonetti’s delta index and the Marcotorchino index. This paper looks at the partition of the Marcotorchino index for a three-way contingency table with one, two and three ordered categorical variables. Such a partition makes use of orthogonal polynomials and identifies two-way measures of asymmetry (akin to the Goodman–Kruskal tau index) and three-way measures generalisation. These partitions provide information about the structure of the asymmetric relationship between the categories in terms of location, dispersion and higher order moments.