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Partial Regression Coefficients: A "Recomparison" of Kendall's Tau and Pearson's r

โœ Scribed by Robert M. O'Brien

Book ID
124600519
Publisher
JSTOR
Year
1978
Weight
346 KB
Volume
21
Category
Article
ISSN
0030-8919

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Estimates of the Regression Coefficient
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โœ Sen, Pranab Kumar ๐Ÿ“‚ Article ๐Ÿ“… 1968 ๐Ÿ› American Statistical Association ๐ŸŒ English โš– 653 KB

The least squares estimator of a regression coefficient p is vulnerable to gross errors and the associated confidence interval is, in addition, sensitive to non-normality of the parent distribution. In this paper, a simple and robust (point as well as interval) estimator of B based on Kendall's [6]