This paper examines the spatial correlation of packet loss events in IEEE 802.11 wireless networks for broadcast communications. We discuss limitations of previously used metrics to measure spatial loss correlation and show that the entropy correlation coefficient, which is based on the mutual information concept of Information Theory, can overcome these limitations. In our experiments, we find that the packet losses among closely located receivers are highly correlated when signal strength is high, but the correlation decreases with decreasing signal strength. The losses become totally independent once the signal strength falls below a threshold. As a first step to model the relationship between spatial loss correlation and signal strength, we find that the relationship can be approximated as a Gaussian cumulative distribution function.