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Math IA - Chi-square contingency table - question

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Hello! I have a quick question regarding my math project.

 

I am investigating the relationship between the GDP per capita of European countries and the unemployment percentage in EU countries. My question is as follows: 

 

How should I set up my contingency table? If I have fourty different countries and two x and y values, how many rows/columns should I have? 

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If you're going to be investigation the GDP against the unemployment percentages, then you would actually be using Pearson's Correlation Coefficent as opposed to the Chi-Square since this isn't categorical data, but in fact, numerical. Plotting the data using Scatter plots and the finding r as well as rsquare would help you get a clear answer. 

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