The CROSSTABS command can compute Goodman and Kruskal's lambda.  It also
calculates the standard error of lambda according to the formula for
ASE0 given here:
http://pic.dhe.ibm.com/infocenter/spssstat/v22r0m0/index.jsp?topic=%2Fcom.ibm.spss.statistics.algorithms%2Falg_crosstabs_measures.htm

This page gives an example of the SPSS calculation:
http://www.csupomona.edu/~jlkorey/POWERMUTT/Topics/contingency_tables.html

Here is PSPP syntax that should reproduce the given on that page:

SET FORMAT F8.3.

* From 
http://www.csupomona.edu/~jlkorey/POWERMUTT/Topics/contingency_tables.html.
DATA LIST LIST NOTABLE/x y w.
WEIGHT BY w.
BEGIN DATA.
1 1 424
1 2 213
1 3 59
3 1 55
3 2 188
3 3 357
END DATA.

Directional measures.
#========================================#=====#===========#========#=========#
#Category      Statistic       Type      #Value|Asymp. Std.| Approx.|  Approx.#
#                                        #     |      Error|       T|     Sig.#
#----------------------------------------#-----+-----------+--------+---------#
#Nominal by    Lambda          Symmetric # .423|       .021|  15.281|         #
#Nominal                                 #     |           |        |         #
#                              x         # .497|        NaN|  15.986|         #
#                              Dependent #     |           |        |         #
#                              y         # .370|        NaN|  16.339|         #
#                              Dependent #     |           |        |         #
#             ---------------------------#-----+-----------+--------+---------#
#              Goodman and     x         # .382|           |        |         #
#              Kruskal tau     Dependent #     |           |        |         #
#                              y         # .198|           |        |         #
#                              Dependent #     |           |        |         #
#========================================#=====#===========#========#=========#

However, the asymmetrics ASEs given above are wrong.  The first NaN
should be .024 and the second one should be .020 according to that
example webpage.

Worse, the ASEs given above don't match those calculated by other
software.  For example, if you enter the data above into
http://vassarstats.net/newcs.html, you get the same lambda values .497
and .370 (well, to one extra digit), but ASEs .034 and .028,
respectively.

Can anyone explain how to calculate the asymptotic standard error of
lambda in a way that matches the SPSS results?

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