Student's t regression

Version 1.1.0.0 (2.29 KB) by Willem-Jan de Goeij
Estimates a Student's t regression model
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904 Downloads
Updated 16 Aug 2009

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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 Linux

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Version Published Release Notes
1.1.0.0

Added the restriction nu > 2.
1.0.0.0