regstats2
Regstats enhanced. Robust std.errors; loops on a matrix of responses, 'onlydata' model.
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Cite As
Oleg Komarov (2026). regstats2 (https://in.mathworks.com/matlabcentral/fileexchange/26169-regstats2), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired: Forecasting the FTSE 100 with high-frequency data: A comparison of realized measures
General Information
- Version 1.9.0 (76.3 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.9.0 | Added QLIKE loss functions as in Patton (2011b) |
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| 1.8.0 | Per Nick Baltas suggestion: added 'onlydata' model which leaves data as it is. Added warning in case R^2 or F stat is requested under this model. |
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| 1.7.0 | Per Sebastian Eisenbach suggestion: empty and rankdef fields are now 'visible'.
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| 1.6.0 | Per Dajun Tuo suggestion: fixed assignment error between dissimilar structures |
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| 1.5.0 | Added hidden fields 'empty' and 'rankdef'. If the responses are an n by m matrix and all NaN series (or after NaN removal rank deficient design matrix) are present, regstats skips those series setting to true those fields. |
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| 1.4.0 | Added link to FEX page inside the help |
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| 1.1.0 | Eliminated useless folder in the .zip file |
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| 1.0.0 |
