Trabalho de Conclusão de Curso de Especialização
Estimação dos parâmetros do modelo de regressão linear simples pelo método não-paramétrico
Fecha
2005-12-02Autor
Dias, Alícia Bolfoni
Institución
Resumen
The most used method to estimate the angular and linear coefficients of
the line equation in simple linear regression model is the least square
method, in spite do the existence of another. The nonparametric method,
which is less used because its laborious process. In this context, the goal
of this work is implement an algorithm, using the Visual Basic for
Applications (VBA) which can became easier to use the nonparametric
method to compare the estimates and criterias found by parametric
method. The methodology used was the estimator of Theil’s estimator
angular coefficient (b) and the two estimators proposed by Dietz for the
intercept (a). At the end of research the algorithm implemented in VBA
really makes easier the use of the nonparametric method in academic
environment, because the estimates found by the two methods were
very close, with small differences among the criterias used to compare
the estimated equations.