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  • $\begingroup$ There are a number of possibilities. Do we know anything further about them? How many categories? Are they ordered? Is one or the other variable regarded as a response? Is there independence within variables? Are there restrictions on the distribution of the quantitative variable? Are there particular kinds of dependence we're interested in (n.b. correlation is checking a very particular kind of dependence)? $\endgroup$ Commented Jun 1, 2013 at 17:10
  • $\begingroup$ I have 8 categories and not ordered. In fact I have 2 categorical variables and multiple numerical variables and I want to train a logistic regression model. I want to test the independence between all my variables (only predictors), and remove the ones that are dependent, meaning that they are redundant in my model. $\endgroup$ Commented Jun 1, 2013 at 20:03