Description Usage Arguments Value References See Also Examples
Performs minimum distance estimation in linear regression model: Y=Xb + error
1 | LRMDE(Y, X)
|
Y |
- Response variable in linear regression model |
X |
- Explanatory variable in linear regression model |
Returns betahat - Minimum distance estimator of b
[1] Koul, H. L (1985). Minimum distance estimation in linear regression with unknown error distributions. Statist. Probab. Lett., 3 1-8.
[2] Koul, H. L (1986). Minimum distance estimation and goodness-of-fit tests in first-order autoregression. Ann. Statist., 14 1194-1213.
[3] Koul, H. L (2002). Weighted empirical process in nonlinear dynamic models. Springer, Berlin, Vol. 166
ARMDE
1 2 3 |
Dimension of X does not match dimension of Y
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