What is Sen’s Slope Estimator? Sens’ slope estimator can be used to discover trends in univariate time series. It is fairly resistant to outliers, with a breakdown point of .29 (Wilcox, 2001, p.208). The method, first outlined by Theil and later expanded upon by Sen (1968), is som...
the Theil–Sen estimator, also known as Sen's slope estimator,slope selection,the single median method, or the Kendall robust line-fit method, is a method for robust linear regression that chooses the median slope among all lines through pairs of two-dimensional sample points. It is named ...
ggplot(coefs.0, aes(x= n, colour = Estimator)) +geom_boxplot(aes(ymin = q025, lower = q25, middle = q50, upper = q75, ymax = q975), data = summarise(group_by(coefs.0, n, Estimator), q025 = quantile(Slope, .025),q25 = quantile(Slop...
ggplot(coefs.0, aes(x = n, colour = Estimator)) + geom_boxplot( aes(ymin = q025, lower = q25, middle = q50, upper = q75, ymax = q975), data = summarise( group_by(coefs.0, n, Estimator), q025 =quantile(Slope, .025), q25 = quantile(Slope, .25), q50 = quantile(Slope...
Theil-Sen估计器是一种在社会科学中不常用 的简单线性回归估计器 。三个步骤:(点击文末“阅读原文”获取完整代码数据)。 在数据中所有点之间绘制一条线 计算每条线的斜率 中位数斜率是 回归斜率 用这种方法计算斜率非常可靠。当误差呈正态分布且没有异常值时,斜率与OLS非常相似。
The Theil-Sen estimator of the slope parameter in simple linear regression is extended to data with both the response and the covariate subject to censoring. Based on inverting a suitable version of Kendall's tau statistic, this estimator requires weak assumptions and is simple to compute, and ...
ggplot(coefs.0, aes(x = n, colour = Estimator)) + geom_boxplot( aes(ymin = q025, lower = q25, middle = q50, upper = q75, ymax = q975), data = summarise( group_by(coefs.0, n, Estimator), q025 = quantile(Slope, .025), ...
The TheilSen estimator is a point estimator of the slope parameter in the model and has many nice properties, most of which are established by Sen. Thus, it is introduced in several classical textbooks on non-parametric statistics. Sen also gave a proof that the TheilSen estimator is ...
ggplot(coefs.0, aes(x = n, colour = Estimator)) + geom_boxplot( aes(ymin = q025, lower = q25, middle = q50, upper = q75, ymax = q975), data = summarise( group_by(coefs.0, n, Estimator), q025 = quantile(Slope, .025), ...
A stand-alone Theil-Sen estimator for robust simple regression in Matlab. ("Stand-alone" means that no toolbox is required.) Theil-Sen estimator ATheil-Sen estimatorprovides robust linear regression for one predictor: The resulting estimates of slope and intercept are relatively insensitive to outl...