Greetings s-news hounds,
I was wondering if Theil's test is available in S+. I am asking this on
behalf of someone else, so I don't know exactly what is supposed to do, but
I think it is different from Theil's U coefficient which has been mentioned
on this list before. I believe it is used and recommended by the US EPA in
their trend reports. Below are some references. I have code for SAS, but
obviously it would be preferable to use S+.
Cheers,
Tim Keighley
Hollander, M. and Wolf, D.A. 1973, Nonparametric Statistical Methods, John
Wiley & Sons, New York, pp.200-206.
Kendall, M.G. and Gibbons, J.D. 1990, Rank Correlation Methods, 5th Ed.,
Oxford University Press, New York, pp.90-92.
Theil, H. 1950a, A Rank-Invariant Method of Linear and Polynomial Regression
Analysis, I. Proc. Kon. Ned. Akad. V. Wentesh. A., 53, 386-92.
Theil, H. 1950a, A Rank-Invariant Method of Linear and Polynomial Regression
Analysis, II. Proc. Kon. Ned. Akad. V. Wentesh. A., 53, 521-5.
Theil, H. 1950a, A Rank-Invariant Method of Linear and Polynomial Regression
Analysis, III. Proc. Kon. Ned. Akad. V. Wentesh. A., 53, 1397-412.
_____________________________________________________________________
Tim Keighley
CSIRO Mathematical and Information Sciences Building E6B
Locked Bag 17, North Ryde, NSW 1670, Australia Macquarie University
Phone: +61 2 9325 3144 Fax: +61 2 9325 3200 Sydney, Australia
E-mail: Tim.Keighley@csiro.au
WWW: http://www.cmis.csiro.au/Tim.Keighley
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