Comparison of Parametric and Non-Parametric Estimation Methods in Linear Regression Model

Tolga Zaman and Kamil Alakuş

Alphanumeric Journal, 2019, vol. 7, issue 1, 13-24

Abstract: In this study, the aim was to review the methods of parametric and non-parametric analyses in simple linear regression model. The least squares estimator (LSE) in parametric analysis of the model, and Mood-Brown and Theil-Sen methods that estimates the parameters according to the median value in non-parametric analysis of the model are introduced. Also, various weights of Theil-Sen method are examined and estimators are discussed. In an attempt to show the need for non-parametric methods, results are evaluated based on real life data.

Keywords: Least Squares; Mean Absolute Deviation; Median; Mood-Brown Estimator; Outlier; Theil-Sen Estimator (search for similar items in EconPapers)
JEL-codes: C40 (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:anm:alpnmr:v:7:y:2019:i:1:p:13-24

DOI: 10.17093/alphanumeric.346469

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