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NONPARAMREG: MATLAB function to estimate nonparametric regression

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Author Info

  • Shapour Mohammadi

    ()
    (University of Tehran)

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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Bibliographic 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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