An asymptotic partial correlation test for the Goodman-Kruskal lambda.

Goodman and Kruskal introduced a measure of predictive association when predicting the category of a variable A from a category of a variable B. This measure, denoted lambda, is the asymmetric proportional reduction in error measure in predicting an individual's A category that can be eliminated by using knowledge of the B classification. It takes values on the unit interval, with a zero value meaning no predictive gain, while a value of unity indicates a perfect predictive association between A and B.