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Use of Trimean in Theil-Sen Regression Analysis

Cilt: 6 Sayı: 1 30 Haziran 2021
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Use of Trimean in Theil-Sen Regression Analysis

Öz

Theil-Sen regression analysis is the most preferred method in non-parametric regression analysis. In the Theil-Sen method, calculations are made with the median parameter. In this study, it was proposed to calculate the trimean parameter instead of the median parameter. In this way, the effects of the outliers in the data on the model are fully reflected. In applications of one real-life and two simulation data, the results obtained with the use of trimean were more successful. It is recommended to use the trimean parameter instead of the median parameter in data structures with an excess of outliers.

Anahtar Kelimeler

Theil-Sen Regression, Trimean, MAPE, Non-Parametric Regression

Kaynakça

  1. Adichie, J.N. (1967). Estimates of Regression Parameters Based on Rank Tests. Annals of Mathematical Statistics, 38, p. 894-904.
  2. Akritas, M.G., Murphy, S.A., & LaValley, M.P. (1995). The Theil–Sen estimator with doubly censored data and applications to astronomy. J. Amer. Statist. Assoc. 90, 170–177.
  3. Birkes, D. & Dodge, Y. (1993) Alternative Methods of Regression. John Wiley & Sons Inc., NY, USA.
  4. Dang, X., Peng, H., Wang, X. & Zhang, H. (2008). Theil-Sen Estimators in a Multiple Linear Regression Model, Olemiss Edu, 2008.
  5. Erilli, N.A. & Alakuş, K. (2016). Parameter Estimation In Theil-Sen Regression Analysis With Jackknife Method. Eurasian Econometrics, Statistics & Empirical Economics Journal, v.5, p:28-41.
  6. Fernandes, R. & Leblanc S.G. (2005). Parametric (modified least squares) and non-parametric (Theil–Sen) linear regressions for predicting biophysical parameters in the presence of measurement errors. Remote Sensing of Environment, 95, 303–316.
  7. Gujarati, D.N. (2002). Basic Econometrics. McGraw Hill pub., NY, USA.
  8. Hanxiang, P., Shaoli W. & Xueqin, W. (2008). Consistency and asymptotic distribution of the Theil–Sen estimator. Journal of Statistical Planning and Inference, 138, 1836 – 1850.
  9. Hodges, J. L. & Lehmann, E.L., (1963). Estimates of location based on rank tests. Ann. Math. Statist. 34, 598–611.
  10. Lavagnini, I., Badocco, D., Pastore, P. & Magno, F. (2011). Theil–Sen nonparametric regression technique on univariate calibration, inverse regression and detection limits. Talanta, 87, p.180-188.

Kaynak Göster

APA
Erilli, N. A. (2021). Use of Trimean in Theil-Sen Regression Analysis. Bulletin of Economic Theory and Analysis, 6(1), 15-26. https://doi.org/10.25229/beta.827053
AMA
1.Erilli NA. Use of Trimean in Theil-Sen Regression Analysis. beta. 2021;6(1):15-26. doi:10.25229/beta.827053
Chicago
Erilli, Necati Alp. 2021. “Use of Trimean in Theil-Sen Regression Analysis”. Bulletin of Economic Theory and Analysis 6 (1): 15-26. https://doi.org/10.25229/beta.827053.
EndNote
Erilli NA (01 Haziran 2021) Use of Trimean in Theil-Sen Regression Analysis. Bulletin of Economic Theory and Analysis 6 1 15–26.
IEEE
[1]N. A. Erilli, “Use of Trimean in Theil-Sen Regression Analysis”, beta, c. 6, sy 1, ss. 15–26, Haz. 2021, doi: 10.25229/beta.827053.
ISNAD
Erilli, Necati Alp. “Use of Trimean in Theil-Sen Regression Analysis”. Bulletin of Economic Theory and Analysis 6/1 (01 Haziran 2021): 15-26. https://doi.org/10.25229/beta.827053.
JAMA
1.Erilli NA. Use of Trimean in Theil-Sen Regression Analysis. beta. 2021;6:15–26.
MLA
Erilli, Necati Alp. “Use of Trimean in Theil-Sen Regression Analysis”. Bulletin of Economic Theory and Analysis, c. 6, sy 1, Haziran 2021, ss. 15-26, doi:10.25229/beta.827053.
Vancouver
1.Necati Alp Erilli. Use of Trimean in Theil-Sen Regression Analysis. beta. 01 Haziran 2021;6(1):15-26. doi:10.25229/beta.827053