LinearRegressionMDE: 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.

Getting started

Package details

AuthorJiwoong Kim [aut, cre]
MaintainerJiwoong Kim <kimjiwo2@stt.msu.edu>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LinearRegressionMDE")

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LinearRegressionMDE documentation built on May 2, 2019, 5:54 a.m.