LinearRegressionMDE

cranv1.0

Minimum Distance Estimation in Linear Regression Model. Consider linear regression model Y = Xb + error where the distribution function of errors is unknown, but errors are independent 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.

License GPL-2strong copyleft0 versions1 maintainers0 deps88 weekly dl
https://CRAN.R-project.org/package=LinearRegressionMDE
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First published · 2015-09-14 03:14:23

Last updated · 2015-09-14T09:12:47+00:00