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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