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Use of Trimean in Theil-Sen Regression Analysis

Author

Listed:
  • ERİLLİ, Necati Alp

    (Sivas Cumhuriyet University)

Abstract

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.

Suggested Citation

  • ERİLLİ, Necati Alp, 2021. "Use of Trimean in Theil-Sen Regression Analysis," Bulletin of Economic Theory and Analysis, BETA Journals, vol. 6(1), pages 15-26, June.
    • Handle: RePEc:ris:betajl:0054
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    References listed on IDEAS

    as
    1. Wilcox, Rand R., 1998. "Simulations on the Theil-Sen regression estimator with right-censored data," Statistics & Probability Letters, Elsevier, vol. 39(1), pages 43-47, July.
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    More about this item

    Keywords

    Theil-Sen Regression; Trimean; MAPE; Non-Parametric Regression;
    All these keywords.

    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods

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