This message has been cross posted to the following eGroups: Statistical Consulting Section and ASA Connect .
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Hello,
I am conducting some simulations where I need to model E[ X | Y ] (the conditional expectation of X given Y) for X and Y two random variables. I already know that the random variable
E[ X ] + Cov( X, Y ) / Var( Y ) ( Y - E[ Y ]),
produces the best linear approximation for E[ X | Y ]. However, I could not find yet any method to compute empirically the conditional expectation for some sample (X_i, Y_i), i = 1,...,n.
Does anyone have any suggestion to solve this?
Best regards,
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Maikol Solís
University of Costa Rica
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