Student's t regression
Version 1.1.0.0 (2.29 KB) by
Willem-Jan de Goeij
Estimates a Student's t regression model
Estimates a Student's t regression model:
y = X*beta + eps
where eps ~ Student's t (0, sigma, nu).
with nu > 2.
Parameters are estimated with maximum likelihood.
Cite As
Willem-Jan de Goeij (2024). Student's t regression (https://www.mathworks.com/matlabcentral/fileexchange/25003-student-s-t-regression), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Created with
R14SP1
Compatible with any release
Platform Compatibility
Windows macOS LinuxCategories
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