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NONPARAMREG: MATLAB function to estimate nonparametric regression

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Shapour Mohammadi () (University of Tehran)

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Abstract

The code estimates nonparametric multivariate regression by rank regression method. Inputs of the function are x(a matrix of independent variables without vector of ones as intercept) and y(a vector of dependent variable). The output is coefficient t stats, F stat and p value. Also a complete report is placed in command window.

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File URL: http://fmwww.bc.edu/repec/bocode/n/nonparamreg.m
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number T741501.

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Programming language: MATLAB
Requires: MATLAB Release 5
Date of creation: 15 Apr 2007
Date of revision:
Handle: RePEc:boc:bocode:t741501

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