I have the matrix of the independent variables
X with dimensions
n_samples x m_features and a vector
Y with the dependent variable with
I suspect that the features I collected so far are insufficient to describe completely the behavior of
Y and that there is some feature I'm missing.
Thus, I'm looking for a statistical quantitative index to tell me at which grade the features I collected so far, contained in the
X matrix, are sufficient to describe the behavior of the dependent variable vector