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Contributions to Theil-Sen Regression Analysis Parameter Estimation with Weighted Median

Author

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  • Cem Öztaş
  • Necati Alp Erilli

Abstract

Regression analysis is one of the most commonly used estimation methods. In statistical studies, some assumptions must be fully met to make good estimations with regression analysis. Some of these assumptions are not always fulfilled in real life data. For such cases, alternative methods are used. One of them is Theil-sen method, which is one of the non-parametric regression analysis techniques. In this study, different analysis techniques were proposed by using the weighted median parameter instead of the median parameter used in the Theil-Sen regression method. With the proposed four different algorithms, new approaches to Theil-Sen regression analysis estimation have been introduced. It has been seen that the obtained results are successful compared to the classical Theil-Sen results.

Suggested Citation

  • Cem Öztaş & Necati Alp Erilli, 2021. "Contributions to Theil-Sen Regression Analysis Parameter Estimation with Weighted Median," Alphanumeric Journal, Bahadir Fatih Yildirim, vol. 9(2), pages 259-268, December.
    • Handle: RePEc:anm:alpnmr:v:9:y:2021:i:2:p:259-268
    DOI: http://dx.doi.org/10.17093/alphanumeric.998384
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    Cited by:

    1. Chaokui Li & Rui Zhang & Ting Li & Haibin Guo & Ruirong Guo, 2023. "Dynamic Changes and Influencing Factors of Vegetation in the “Green Heart” Zone of the Chang-Zhu-Tan Urban Agglomeration during the Past 21 Years," IJERPH, MDPI, vol. 20(5), pages 1-13, March.

    More about this item

    Keywords

    Mean Absolute Error; Non-Parametric Regression; Theil-Sen Method; Weighted Median;
    All these keywords.

    JEL classification:

    • C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions

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