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.


Reference manual

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install.packages("LinearRegressionMDE")

1.0 by Jiwoong Kim, 11 years ago


Browse source code at https://github.com/cran/LinearRegressionMDE


Authors: Jiwoong Kim [aut, cre]


Documentation:   PDF Manual  


GPL-2 license



See at CRAN