Many thanks to Sven Knudsen, Begoña Campos Bonilla and Hugh Jones for their
replies. Hugh suggests a few other techniques might be more appropriate and
adds a few more references:
------------
I think that the Theil's test referred to (by Dawit?) may be called Sen's
slope estimator a nonparametric statistic referred to by Gilbert, RO (1987)
"Statistical Methods for Environmental Pollution Monitoring" for which he
supplies Fortran code at the back of the book.
Helsel and Hirsch (1992) "Statistical Methods in Water Resources" also
describe what they call the Kendall-Theil Robust Line in some detail in
their book. It should be easy to program a function in S-Plus to do this.
I think that we can probably do better than this method in looking for
trends in water (or groundwater) quality. eg see recent paper by Shao &
Campbell (June 2002) in the Aust New Z. J. Statistics on modelling trends in
groundwater levels.
------------
So it seems that while S-Plus does not as yet have Theil's test, it
shouldn't be too difficult to write the function, however other procedures
may be more appropriate.
Cheers,
Tim Keighley
-----Original Message-----
From: Tim.Keighley@csiro.au [mailto:Tim.Keighley@csiro.au]
Sent: Monday, 24 June 2002 14:48
To: s-news@lists.biostat.wustl.edu
Subject: [S] Is Theil's test available in S+?
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
_____________________________________________________________________
|