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

  • Choi, Yong (Clinical Development Team, Yuhan Corporation) ;
  • Kim, Dongjae (Department of Biostatistics, The Catholic University of Korea)
  • 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

References

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