This is a silly expression that means nothing. The origin of the error may possibly have something to do with Kant's "categorical imperative" in moral philosophy, but the popular success of the phrase is probably best explained by the fact ca-te-gor-ic-al has five syllables, of which numbers 1,3 and 5 lend themselves to emphasis, which pattern can be continued with the "L" word itself, so that calling someone, not just a liar but a "CA te GOR ic AL LI er" is more satisfying than just calling him a "Liar", because you hit him four times instead of once.
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categorical
Categorical data is the statistical data type consisting of categorical variables or of data that has been converted into that form, for example as grouped data.
The graph that is most used for categorical data is the pie chart. Bar graphs have also been used for categorical data.
Categorical data varies when there are a variety of different categories.
bar graphs use categorical data