Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model Choi, Yong; Kim, Dongjae;
Distribution-free estimation methods are proposed for slope, in the simple linear regression model. In this paper, we suggest the point estimators using the sequential slope based on sign test and Wilcoxon signed rank test. Also confidence intervals are presented for each estimation methods. Monte Carlo simulation study is carried out to compare the efficiency of these methods with least square method and Theil´s method. Some properties for the proposed methods are discussed.
Regression;Point estimation;Sequential slope;
Journal of the American Statistical Association, 1968.