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A nonparametric confidence interval for slope based on spearman's rho

 

作者: Greg Taylor,   W. J. Conover,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1988)
卷期: Volume 17, issue 3  

页码: 905-916

 

ISSN:0361-0918

 

年代: 1988

 

DOI:10.1080/03610918808812703

 

出版商: Marcel Dekker, Inc.

 

关键词: distribution-free;rank statistic;Theil estimator;regression;interval estimate

 

数据来源: Taylor

 

摘要:

An algorithm is presented for computing an exact nonparametric interval estimate of the slope parameter in a simple linear regression model. The confidence interval is obtained by inverting the hypothesis test for slope that uses Spearman's rho. This method is compared to an exact procedure based on Kendall's tau. The Spearman rho procedure will generally give exact levels of confidence closer to desired levels, especially in small samples. Monte carlo results comparing these two methods with the parametric procedure are given

 

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