normalMLE.m

版本 1.2.0.0 (2.7 KB) 作者: Tyler Ransom
Estimates heteroskedastic normal linear regression model via MLE
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更新时间 2014/9/30

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This function estimates a linear regression model with errors assumed to be normal. The user can specify heteroskedasticity in the error term, weights for the estimation, and restrictions on parameter values. The analytical gradient is provided for increased speed and numerical precision.
Note that the error distribution is parameterized with standard deviations and not variances.

引用格式

Tyler Ransom (2024). normalMLE.m (https://www.mathworks.com/matlabcentral/fileexchange/47927-normalmle-m), MATLAB Central File Exchange. 检索来源 .

MATLAB 版本兼容性
创建方式 R2012b
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在 Help Center 和 MATLAB Answers 中查找有关 Linear and Nonlinear Regression 的更多信息
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参考作品: Apply Restrictions

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版本 已发布 发行说明
1.2.0.0

Added optional estimation weights to the function.
1.1.0.0

Added code to check conformability between input data and parameter vector.
1.0.0.0