Minimum Distance Estimation in Linear Regression Model

Version 1.0.0.0 (8.09 KB) by Jason
This package is for minimum distance estimation in linear regression model.
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Updated 12 Sep 2015

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Consider linear regression model Y = Xb + error where the distribution function of errors is unknown, but errors are independetnt and symmetrically distributed. The package contains a function named LRMDE which takes Y and X as input and returns minimum distance estimator of parameter b in the model.

Cite As

Jason (2024). Minimum Distance Estimation in Linear Regression Model (https://www.mathworks.com/matlabcentral/fileexchange/52984-minimum-distance-estimation-in-linear-regression-model), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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lmde_pkg/

Version Published Release Notes
1.0.0.0