Ussel - Le Theil 2

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A SAS Macro for Theil Regression

Deming, Theil-Sen, and Passing-Bablock Regression

Least squares regression of y on x assumes that the x variate is measured without error, and minimizes the sum of squared vertical distance between the data points y and the fitted regression line. Regression of x on y minimizes the horizontal distances. Adcock [1] in 1878 suggested minimizing the sum of squared horizontal + vertical distances to the predicted values. However the idea of Adcock...

Consistency and Asymptotic Distribution of the Theil-Sen Estimator

In this paper, we obtain the strong consistency and asymptotic distribution of the Theil-Sen estimator in simple linear regression models with arbitrary error distributions. We show that the Theil-Sen estimator is super-efficient when the error distribution is discontinuous and that its asymptotic distribution may or may not be normal when the error distribution is continuous. We give an exampl...

Estimation of Bivariate Regression Data via Theil ’ S Algorithm

Ekezie Dan Dan and Opara, Jude Department of Statistics, Imo State University PMB 2000, Owerri, Nigeria. Corresponding Author: Ekezie Dan Dan -----------------------------------------------------------------------------------------------------------------------Abstract This paper is on the estimation of bivariate regression data using Theil’s algorithm. This method was adopted since all errors ...