Pearson's Eta squared and conditional expectation

11 views (last 30 days)
Andrea Cantamessa
Andrea Cantamessa on 16 Mar 2016
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

Sign in to answer this question.

Answers (0)

Categories

Find more on Descriptive Statistics and Visualization in Help Center and File Exchange

Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!