Pearson's Eta squared and conditional expectation
Show older comments
I am trying to compute the Pearson's Eta squared (or correlation ratio) Var[E[Y|X]]/Var[Y] of two vectors (4025,1) of stocks returns. My problem is the expectation in the numerator of the formula. Do you have any idea? Thanks a lot
Answers (0)
Categories
Find more on Descriptive Statistics and Visualization in Help Center and File Exchange
on 16 Mar 2016
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!
