# Performs minimum distance estimation in linear regression model: Y=Xb + error

### Description

Performs minimum distance estimation in linear regression model: Y=Xb + error

### Usage

1 | ```
LRMDE(Y, X)
``` |

### Arguments

`Y` |
- Response variable in linear regression model |

`X` |
- Explanatory variable in linear regression model |

### Value

Returns betahat - Minimum distance estimator of b

### References

[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

### See Also

ARMDE

### Examples

1 2 3 |

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