NONPARAMREG: MATLAB function to estimate nonparametric regression

Statistical Software Components from Boston College Department of Economics

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.

Language: MATLAB
Requires: MATLAB Release 5
Date: Written 2007-04-15

Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/n/nonparamreg.m program file (text/plain)

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