This function estimates a linear regression model with errors assumed to be normal. The user can specify heteroskedasticity in the error term, weights for the estimation, and restrictions on parameter values. The analytical gradient is provided for increased speed and numerical precision.
Note that the error distribution is parameterized with standard deviations and not variances.
Tyler Ransom (2021). normalMLE.m (https://www.mathworks.com/matlabcentral/fileexchange/47927-normalmle-m), MATLAB Central File Exchange. Retrieved .
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