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Estimation of slope , βusing the Sequential Slope in Simple Linear Regression Model

Choi, Yong;Kim, Dongjae

  • Published : 2003.08.01

Abstract

Distribution-free estimation methods are proposed for slope, $\beta$ 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.

Keywords

Regression;Point estimation;Sequential slope

References

  1. Proceeding Ken. Ned. Akad Wetensch. v.A 53 A rank-invariant method of linear and polynomial regression analysis, III Theil,H.
  2. 비모수통계학개론 송문섭;박창순
  3. Journal of the American Statistical Association v.63 Estimates of the regression coefficient based on Kendall's tau Sen,P.K. https://doi.org/10.2307/2285891