Next: Plots
Up: Regression
Previous: Least Squares (LS) Estimation
Wilcoxon regression may be performed by unchecking the "LS Regression" button. An intercept is included by default. Using the Height-Weight data and performing a Wilcoxon regression we get
Rweb:> b
Coef Std. Err t-ratio
intercept -338.33300 174.42100 -1.93975
Height 7.22222 2.32444 3.10708
Rweb:> diagnosticvar <- c(" R2 (ROBUST COEF.) ","THE FINAL FULL MODEL DISPERSION IS:
","THE ESTIMATE OF SCALE IS:")
Rweb:> diagnostic <- wilother(diagnosticvar)
Rweb:> diagnostic
Value
R2 (ROBUST COEF.) 0.494471
THE FINAL FULL MODEL DISPERSION IS: 134.983000
THE ESTIMATE OF SCALE IS: 19.723500
Hence the estimated Wilcoxon regression line is
Weight = -338.3 + 7.2*Height and it accounts for 49.4% of the variation in weight.
2000-08-21