Estimates of the Regression Coefficient Based on Kendall's Tau

Author(s): Pranab Kumar Sen
Source: Journal of the American Statistical Association, Vol. 63, No. 324 (Dec., 1968), pp. 13791389
Published by: American Statistical Association
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The pointestimatoris the median of the set of slopes (Y.GrantDA-ARO-D-31-124-G746. INTRODUCTION Y1.his basic assumptionthat F(x) is an absolutelycontinuousand symmetricdistributionfunctionwith an absolutely continuous and square integrabledensityfunctionis morerestrictivethan what is reallyneeded in this paper. by a trialand errorsolutionand is subject to some arbitrarinesswhen tMis not uniquely defined(a case that may arise when ti. Durham.* t are knownconstants (not all equal) and (a.The pointestimate(a.g.Bbased on Kendall's [6] rankcorrelationtau is studied. .his pointestimatorsofA also requiretrialand errorsolutions.ESTIMATES OF THE REGRESSION COEFFICIENT BASED ON KENDALL'S TAU* PRANAB KUMAR SEN University ofNorthCarolina.The confidenceintervalis also determined by two orderstatisticsof this set of slopes. Alternativeestimatorsofg based on suitable rank tests are proposedby Mood and Brown [8].e.3) are unknownparameters. A generalclass of pointestimatorsof/ (and also of a) is consideredby Adichie [1].Our purposeis to considerpoint as well as intervalestimatorsof the regressioncog.Chapel Hill The least squares estimatorof a regressioncoefficient g is vulnerable to grosserrorsand the associated confidenceintervalis. and is unbiased. double exponentialor logisticdef). 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . be n independentrandomvariables with distributions - PI Yi < x}I= Fi(x)=F(x a- 3ti). tn.107. 1379 This content downloaded from 129. If F(x) has a finitevariance a2(F). jti) = 0 for ti > tM.In this paper. Variouspropertiesof these estimatorsare studied and comparedwith those of the least squares and some othernonparametricestimators.. L ET 1.2. t1. in addition. minimumvariance efficient unbiased) linearestimatorof g is providedby the methodofleast squares. being based on the assumed normalityof F(x). Moreover.Mood and Brown propose to estimatea and A simultaneouslyfromthe two equations Median(Yi - - Median(Yi - - = 0 for ti ? tM. .the associated confidenceinterval for g. . a simpleand robust (point as well as interval)estimatorof . * * *. When t1. This estimatoris vulnerableto gross errorsand is also inefficient for distributions with 'heavy tails' (e. Moreover. [1]). the best (i..1) where F(x) is a continuouscumulativedistributionfunction(cdf). * . However. among others. tnare not all distinct). is sensitive in small samples to any departurefromthis assumption. Y. At) (1. Finally.tn * Worksupportedby theArmyResearchOffice.7 on Sun. (1.j is usually inefficient as comparedto the otherestimators(cf.-Yi)/(ti-ti) joining pairs of points withti$tj. Moreover.2) is the medianofti.Adichiegivesno confidenceintervalforA. . n. i = 1. Theil [12] and Adichie [1]. sensitiveto non-normality of the parentdistribution. A) is to be obtained wheret11. Such a trial and errorproceduremay indeed be quite laboriouswhen n is not verysmall.

e. numeratorof the tau coefficient in b for forsome fixedb.ti (1< i <j!? in).ti). the proposed estimatorhas A.ti. Un(b) = AN c(tj . * . to be all distinct. FORMULATION Without any loss of generalitywe may assume that tl? t2 * * * t<e. but is based on weaker assumptionsand do not require ti.(b) (by a properchoice of the estimatorb) as close to zero as in b.If N be the numberof non-zerodifferences tj. * .(f3) will be an estimatorof 0. when ti's can have only two values). and the asymptoticrelativeefficiency of the proposed procedurewith respect to the least squares procedure an(d Adichie's [1] proceduresare discussed.107. N is the numberof positive differences tj. We definec(u) to be 1.Theil [12] proposes a very simple point estimatorof .2) score that would appear in the Thus.(f) is a strictlydistribution-free having a distributionsymmetricabout 0 (cf. n.R. proposed and studied by Hodges and Lehmanni considered [4].. i= 1. (2. {N(2) }I Un(b) is the difference-sign of correlationbetweenthe t*and the (Y -bt*). (2. * *.ti). Lehmann [7] and Sen [10.. where the equality sign holds only when ti. t. We thenconsiderthe followingstatisticbasically relatedto Kendall's [6] tau betweent*and Z*(b). t.unbiasednessand asymp(A.E. Consequently. or -1 according as u is >. This is shown to be unbiased forA. therewill be an half-openinterval possible. Un(b) is non-increasing This content downloaded from 129. U. He also obtainsa correspondingconfidenceintervalfor: in termsof these slopes. the medianof the (2) slopes(Yj -Y) /(tj.. It is shown that in the two-sample the point and intervalestimatorsof the location-difference case based on Wilcoxontest. t.1380 AMERICAN STATISTICAL ASSOCIATION JOURNAL.) totic distributionare studied.R. they are alreadyassumedto be not all equal. and will statistic be stochasticallysmall.Z1(13).7 on Sun.) tn= (tl. 11] are special cases oftheestilmators here.3.2) it followsthat Un(b)is also non-increasing Now. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . by definition.. In fact. Zj(b) . Since. 0. * * *. are not equally spaced.viz.or for the two-sampleproblem (i. The procedure to be consideredin the presentpaper is quite analogous to Theil's.X * * * n. The confidenceintervalfor g is also obtained in termsof two orderstatisticsof this set of N slopes. [6]).though such a conclusionis not necessarilytrue when tl. OF THE ESTIMATORS 2. 1 < i <j < n.. define Z (b) = Y*-btj i = 1. so that N w(). Zn(3) are n independentand identicallydisindependent of tributed random variables having the cdf F(x-a. DECEMBER 1968 are all distinct. U.ti)c(Zj(b) -Zj(b)). = or <0. * * *.E. * * *. Since t? jti forall i <j. are all distinct.e. all 1 ?i< ij<n.1) i.Zi(b) is non-increasing in b. never less than 0.. the proposed point estimatoris the median of the N slopes (Yj-Yj)/(t1-ti) for which ti5. t. Let then N = E 1ci<j?n c(tj.864 with respectto the least squares estimator.the asymptoticpropertiesof the estimatorsare not studiedby him. Hence. Thus one way of estimating A is to make U.For any real b. It is shown that for equally spaced values of ti.Propertiesof the estimatorssuch as invariance.2.* * *. tn). However. from(2.ftj.

we can always select (U*. we arriveat the following P{L < f < fuIA} =I 1 -E.1)(2n + 5) an uj(uj - - j=~1 1)(2uj + 5)}.REGRESSION ESTMIMATE BASED 1381 ON TAU (in b) forwhich Un(b) will be equal to zero. (2. n.) such that (2.6) is the variance of { N(2) } Un(3) with the standard correction for tied Thus Vn observations. we definethe estimator as follows. we will obtain the least squares estimator 71 0 = { ( y . in the form that applies when there are ties in only one variable. will be consideredin section3. Also. our proposedestimatoris *= 1((31*+ 02*) (2. i= 1.tiv)/ n 9 (ti .) Y(ti .2.tn)> ' An explicit formula for j3* where YnY(1/n) 1Yij and 4n=(1/n) =lti.F.7 on Sun. p. (viz.7) Let us now define Sliptb: Un(b) > - fu OL - If I{b: 8 (2. . E.Let Sup{b: Un(b) > 01. t). For large sample sizes. we obtain that Un TS{n jE Af)} where C-n E as n. from the results of Kendall [6] and Hoeffding [5]. The mid-pointof this intervalsuggestsitselfas a naturalestimateof d. let rTbe the upper 100E% point of a standard normal distribution. an. where 0 < <1. . dependingon the sample size n.. we adopt the followingprocedure.Let tnbe composedof an(> 2) distinct sets of elements. We define for i= 1.l For small values of n (say. To constructa confidenceintervalfor. U.8).3) = 2 Then. (2. 171] to findappropriatevalues of U* and En. we again note that statistichaving a distributionsymmetricabout 0.9) . From (2. M

athemnatically.3based on Un(b). n<10).8) Un(b) < Ua}. V= (l/18){n(n .5) and (2. (2. I=nf{b: U(b) < 0. we workwith the sample covariance of Z (b) and ti.n(3)is a distribution-free Hence.107. we may use Table 1 of Kendall [6.En. This content downloaded from 129. Then.wherein the ith set thereare ui elementswhichare all equal. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions (2.~.4) It may be noted that if instead of workingwith Kendall's tau.5) PI -Un < Un(3) < Un I3} = 1 .

8). N. Yj) wheretiS tj.)) =N*/{NI }= Un*.*is definedby (2. looking at (2. X(M+1)). Similarly. no matter whetherthe normalityand the finitenessof the variance of F(x) hold or not.ti). Now. To obtain the expressions for03 and i3 .1)) values are non-zero. Hence.1) in ascendingorderof magnitudeand denote the rth smallestvalue by X(r) forr= 1. it follows that Un(X(M1)) = (N*+1)7 {N(2) } 2> Un* but Un(X1M. it followsthat for >0 <0.5). j)ES) will be negative. Since This content downloaded from 129.1382 AMERICAN STATISTICAL ASSOCIATION JOURNAL.9) providesan exact confidenceintervalwith confidencecoefficient 1forall unknown(but continuous)F(x). onlyN (defined by (2.E.4). (3. (3. from (2.1) (i.(c l .4). can also be expressed as a linear functionof the slopes {Xij: (i.{ N(2) } 2U.Bhaving the confidencecoefficient 1. 2. The exact expressionsforAL and 0* are consideredin the next section. whereas 3*is the median of the same set of variables. while it is positive or negative accordingas b is <X(M) or X(M+1). we observe that if we computethe value of Un(X(r)). j) ES }. Thus. Similarly. the pairs of pointsforwhichti= tj are not considered. N = 2M. 3.t) 2. Similarly.3*is the medianofthe N numbers{Xij: (i. j) forwhichtj> ti. DECEMBER 1968 which is our proposed confidenceintervalfor. * * * .7 on Sun.2.3) and (2. : is a weightedmean of the variables Xii with weights equal to (tj . (3. U.)) willbe equal to (N-2r+ 1)/ { N() } 2. while and for N = 2M. Then.(X(. In fact.1) defineboth the point and interval estimators. For N=2M+1. We now considerthe set S of N distinctpairs (i. we obtain X(M+1)2 (2(X(M) + X(M+1)). definedjust after (2. we observe that Un(X(m+1))=0.3) where U.To do this. (r. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions .2r). EXACT EXPRESSIONS FOR THE ESTIMATORS We recall that among the (2) values of (tj. 1 < i <j < n. we let N* = {U( )}*U and Mi = 4(N+(-1)iN*) fori = 1.(X+)) will be equal to (N .1) of the differencesZj(X(r))-Zi(X(r)) (for which (i. the Xij's are the slopes of the lines connectingeach pair of points (ti.3) and the observationsmade above. N = 2M + 1. and define - (Yj xj== Yi)/(tj - ti).e forlarge n). It will be seen that the N quantitiesin (3. (2.107. As such. Un(X(+1)) Un(X+ 1)) any b in the open interval (X(M). (3.. Yi) and (tj. 3=X(M2J1) Hence.we arrangethe N values in (3. Un(b)= 0. we writeN= 2M or 2M+1 accordingas N is even or odd.Hence f3* =X+1). From (2.2) Thus .4) It may be noted that the classical least squares estimator A. P{X(M1) < A < X(M2+1) | A} = 1 - E. (3.and the correspondingvalues of Zj(b)-Zi(b) only have contributionsto Un(b)in (2.j)ES. where X+ (or X-) indicates that the value is just greaterthan (or less than) X.2). (N-r) will be positive and the remainingone will be exactly equal to 0. j) E S }.2).

[4. the regressionparameterof W . = tn 1=0 and t.the confidence intervalin (2. Y. 4. section3)]. [1. the value of UZ in (2.06. Consequently.2.The estimators AL and (3 in (2.9) may be regardedas invariantunderlineartransformations on the variables. fromTable 1 of Kendall [6.i= 1.. 4.B*will be morerobustthan (3. 5.REGRESSION ESTIMATE BASED 1383 ON TAU the median is less affectedby grosserrorsor outliersthan a weightedaverage. (wherec2and d2 are different on s will be equal to (c2/d2)(3. 6. Also. however. p. REGULARITY PROPERTIES OF THE ESTIMATORS I. 4.=0. tn)to denote .n2=1 (wherenl=fni+fn2.4) satisfiesthisrelation. We also note that the two sample location problem (cf. In this case. we obtain that the open interval (3.4) by (3*(Yn. ** *.8). 4.4) that 3*(Yn+ at.9) is also invariant in the above sense.2).07. Thus.3). 10.88.It is easy to verifythat like the least squares estimator. it readily its dependenceon Y. 5. 2. it followsthat .93. t. . ni.18.75.as the exact expressionin (3.<n). 4. * * . 3.We note that if we defineWi = cl+c2Yi and si= di+d2ti. 4. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . (2. Invariance.25. 4. .8) also satisfythis conditionand as a result.1) are obtained as (in ascendingorder) 1. n.14. tn) + a forall real a. Thus. He has.5) is equal to 11/21.75.from(3. Thus the point estimateof ( is X(11)= 4.7 on Sun. Let us denotethe pointestimatorin (2. 4.N (2) = 21. by a straightforward generalizationof the porofof Theorem 1 of [4]. 4. [7.18 providesa 93% confidenceinterval for(.3). 10. 7. n. 11]).94. 3. pp. 11]) is a special case of the general regressionproblem studied here.5. 3.2) is not applicable in hiscase (cf. whichis the same value obtained by Adichie [1]. 3. 119-1201. valid forall continuousF(x).1) The same invariancerelationis also satisfiedby (L* and (3*in (2. ti 1 yi 9 2 3 4 10 12 18 15 19 20 45 55 78 The least squares estimateof (3 is 4.3) and are based on the Wilcoxontwo-sampletest (cf. 1711. This content downloaded from 129. Now. M1 = 5 and M2 = 16.) = 3*(Yn. definedby (3.107. 4. N=nin2 and d* is the median of the nln2differences (Yj-Y*). 4.employed a trial and errorprocedurefor the computationof his estimator.67. . L and 0 are definedas the M1th and (M2+ 1)th n1+n2. orderstatisticsof these nmn2 differences whereM1l and M2 are definedby (3. 2. * . The values of Xi.jn=+n . Again.. 5. i. from (3.. we observe that corresponding to a value of E. (5.= (Y1.71 3. the pointestimator(3*in (2. we obtain that N* = 11. also consideredby Adichie [1]. from0). Then.4).02. Since all ti's are distinct. * * followsfrom(2.1+1= -* t= =41+.88. tn).) and tn= (tl. and as a result the confidenceinterval in (2.71). AN ILLUSTRATIVE EXAMPLE We considerthe followingdata fromGraybifl [3. 3. and (2.1.

7 on Sun. Thus. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions (6. we may concludethat the estimate/* in (3. Hence. are all independentand identicallydistributed. Wn). and (iii) of the point and intervalestimatorswith the asymptoticrelative efficiencies based on the least squares principle. Otherpropertiesof the estimatorare consideredin the next section. the assumed value of A.2) that U(-Yn. .). ./(Wj.1).9). Rewriting Un(O) as U(Y. Q. III. n. /L.). we may assume withoutany loss of generalitythat .1384 AMERICAN STATISTICAL ASSOCIATION JOURNAL. U(-Yn. we want to estimateB. . ASYMPTOTIC PROPERTIES OF THE ESTIMATORS Here we shall consider(i) the asymptoticnormalityofthe pointestimatorin (2.wi)) (5.and (iii) the random variables Ei=ei-/vi. 0*(_ Y. An = (1/12) n(n2- 1)-E uj(uj. definingUn(b) as in (2. p. * * .*. Au* and 3u'-O3 II. n. we have from (2. tn). Hence. (ii) asymptoticpropertiesof the confidenceintervalin (2.2).We considerhere the moregeneralcase. DECEMBER 1968 it cani be shown that if F (x) is continuous(or absolutelycontinuous)then so are the cdfsof all the statisticsj3*. 32*. .E.1) . Also. Hence.(O) has a distributionsymmetricabout 0 (cf. It is assumed where (es. i= 1. and let Tn= i=1 n(t- 4%)2.proceedingas in Theorem5. t. tn) and.We have the followingtheoremestablishingthis property of 3*...U(Y.B=O. Unbiasedness. . tn) = distribution.4).107.1).2) (with ti's replaced by Wi's) is unbiased forA.. that Yi=a+?ti+ei.1. havingobserved(Ye.for i=1. Under these assumptions. for /= 0. Validitywhenbothvariablesare subjectto errors.By virtueof (5. Consequently. Un(/3) (2) E c(Yj - i .. Vi 5j } = 1. is not observable and the observable (random) variable is Wn= (W1. beingthe same as of /*( Y. about thetrueparameterj3. (ii) it--tiI >gi+gj forall isr3j..1. so that N.. . is equal to (2). Theil [i1 ] consideredthisproblemunderthe assumptionsthat (i) P { Iv > gi 0 forsome finitegi(>O). t. 6. n. in which t. tn) have the same Alsofrom(2.D. i-= 1. U. U(Yn. is also symmetricalabout 0.. we obtain that here with probability1.P { Wi 5 Wj.1)} jl This content downloaded from 129. The invariancepropertyalso holds in this case.. of A* is symmetric Theorem5. * *. i=1. <Wn. tn). Wi).2) (2) (<i which is symmetricallydistributedabout 0. the distributionof /* (Y. * . definedby (2. Kendall [6. with ti's replaced by Wi's. n.2. . tn).weobtainthat0*(Y. The distribution Proof. estimators the to corresponding respect For this purposewe defineT4 as in section2. vi) are stochasticallyindependent. Thus the Wi's occur in the same order as the ti's and we can consider (with probability1) WIV<W2< .4).. tn) = . 68]).3) and (2.whereW = t+vi.

2.9) with respectto the confidence intervalderivedfromthe least squares estimators.n) the A. 0 <Pn <1. to study the asymptoticrelative efficiency(A.1. where b is positive. we rewriteTnAnpn as .-L.R.6).. <t*. If (i) pn is strictlypositiveand (ii) Tn-* oo as n-* oo. we recall that tB is composed of an distinctsets of elements.(0*/A) = 12o2(F)p2B2(F). and arriveat (6.2) That is. (2. (where o-2(F) is the variance of the cdf F(x). with respect to n we comparethe reciprocalsoftheirasymptoticvariances.and hence. the numeratoron the righthand side of (6.n) convergesin probabilityto may be referredto Eicker [2].4) as in [7. (6. Finally. where t*< + I(uj+l). Then. .We shall now study (6. (6. where the equality sign holds if and only if (t*. and also let n Pn - (i- i=l 1? 2(n + 1))((ti.E.n.oo. (6.. * .-0.2. forall j 1. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions .4) in more detail.wherein the jth set thereare uj elementswhich are all equal to t . (In orderto take care of the asymptoticsituationwe conceive of a sequence of sample sizes and a correspondingsequeniceof estimators.3) _00 Then. * *. Pn2>0. a. n-L. * * *.R. we compare the reciprocalsof the squares of the limitingvalues of Tn(O3U. wherethe upper bound 1 is attainedif and only if t= a+ bRj forall j 1.defined in probability by(2. as adjusted forties.4).n) as a measureoftheirA. we have the followingtwo theoremswhose proofsare supplied in the Appendix.) Theorem6.E.4) as -L. * * *.REG(RESSION ESTIMATE BASED 1385r) ON TAU wherean and ujs are definedjust before(2. This completesthe proofof the theorem.n and Tn (I . Undertheconditionsof Theorem6.1. n). (In this connection.uj (Rj -+) (tj -in) whichby the Cauchy-Schwarzinequalityis less than or equal to TnAn. tn) and (1..and obtain that A. ** an (?2).R.E. Proof. an whereuo= 0. pn0Tn(un*.) to7.9).we assume that F(x) is absolutely continuoushaving a continuousdensityfunctionf(x) satisfying f2(x)dx < B(F) cc..2) is non-negative. <tn.3. Let Rj=uo+ * +uj_ say. * * *. -2+ to the limitp2(>0) providedp2 converges This content downloaded from 129. We denote the sequence of least squares estimatorsby X and the allied confidenceintervals (correspondingto the same confidencecoefficient1-e) by &L.8) and (2. To prove that Pn<?. of the confidenceintervalin (2. the reader 2. 11] as n-. pn iS the product momentcorrelationcoefficient between (t.R.Tn)= b(R1 ).7 on Sun. thenl withzero mean and varia normaldistribution p00Tn (4-fi) has asymptotically ance 1/(12B2(F)). converges Theorem6.it is wellknownthat(i) Tn(A n-0-) has asymptotically a normal distributionwith 0 mean and variance o-2(F).)..n< A3?U. an.9).) a(F). we have the following: Theorem6.ri Now.Since tl?t2< . whereE is thelimitingvalueofEn. forj=1. We shall attach the suffixn to these estimatorsto denote such a sequence. Then.defined by (2. For this.) 4)/(TnA.. Similarly.) and (ii) Tn (A.107.) of j*. for j=1.E./2/(V B(F)).

of A* with respectto the estimators proposed by Adichie [1].(iii) fordistribularge and tionswith 'heavy tails' (such as Cauchy etc. . Hence. clearly p.107.1) of [1]. is leftto the exhe should always tryto select tn in such a way that (i) p.if ti. DECEMBER 1968 Two particularcases where pn= 1 are of special interest. -1 computationsit followsthat By straightforward Pn= m(3m + 1)/{m(m + 1) (m3+ 4m2+ 4m + 1)} 0(3/mi) = 0(n-1).R.consider the following A) t Uj -m 1 1 m (m > 1)(66) m m 1 n=2m+2. foroptimal or asymptoticallyoptimal designs. On the contrary. i. ..R. p. The secondcase relatesto the experimentaldesignwhereall the observationsare placed at the two end-pointsof an intervalfor the optimum least squares estimation of the slope.E. as in [9. to providea reasonableidea about the efficiency (6.4 clearlyindicate that if the choice of t. For general is given by A.pn is usuallywell away from0. is equal to 3/7r= 0.wheretheequalitysign holds if optimallydesigned.5) m m 1 n=2m+2. t. Yn.R. h>0. .E.4. is either perimenter.the second tni+= case also resemblesthe classical two-samplelocation problem.3 and the above discussionwe readilyarriveat the followingtheorem.E.so that Pn does not tend to 1 as n-> 00. it cannot be less than 0. tn. Theorem6. it may be indefinitely (iv) forany continuousF(x). 1 Uj 1 2 Here. Thus. (6. .*. and AlniS some suitablerank score.R.R.n.E. may not have any lower bound (such as 0. As an exampleof a bad design. and as a result(6.) In eithercase.E. of his estimatorwithrespectto (6. we shall say that the independentvariables are optimallydesignedif pn -1. this A. it follows that (i) when F(x) is normal. In spite of such pathologicalexamples.4) can be used of d*. In fact.E.R.*o.it is greaterthan unity. .. where ni<n. optimally We shall also say that the independentvariables are asymptotically designedif Pn--*l as n.. so also willthisA. the general regressionproblemwithequispaced independentvariableswheret. (As has been noted earlier.the A. the expressionforthe A. if Pn->O as n. . * * .e.. From theorem6.864. .1. (ii) when F(x) is logisticor double exponential. However.considerthe followingdesign: tf? -2 -1 tn . tnare not optimallydesigned. when tl= .7 on Sun.First.oo0.). A. n.955.1)h.4) and theorem6. variablesare (at least asymptotically) theindependent Thus. exactlyor nearlyequal to 1 and (ii) T is maximumforthe practicable range ofvaluesofti.in actual practice. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . (j3*j ? 12cr2(F)B2(F). of A* relative to A is the same as that of the Wilcoxontest withrespectto the Student's t-test(forthe two sample location problem). i = 1. where Rj refersto the rank of Yj among Y1. 89].= t1+ (i.R.864 or so).E.7) and this convergesto zero as n-> 0o . .E.1386 AMERICAN STATISTICAL ASSOCIATION JOURNAL.* with respectto his estimatorcan be obA This content downloaded from 129.R. As an example.2.->l as n-> oo. His estimatesare in fact based on a class of'mixed rank' statisticsof the type > n (ti-4n)1Pn(Rj/(n+1)).this A. the A.0 (6. of .theorem6..n=t* = t> * t* *>t. It is also worthcomparingthe A.

&based on the Wilcoxon-scoresstatistic i.4B(F)An/V.2. Now.107. it follows from (2.1).E. :. (2.R. Q.1 and 6. it followsfrom(2.it may definitelybe of some advantage to consider a but quick estimatorratherthan a computationally (possibly)slightlyinefficient complicatedone.Vn. Hence. the asymptotic normalityof U>(b/T>) followsreadily fromTheorem 7. A special case consideredby him in section 3 [1. the A. We note that for large Tn. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions .2 are based on the following. of . So in actual practice.6) and (6..2) that E{Un(b/Tn)|HO} -4lB(F)p. of A* with respectto AX is equal from0. [{N(2) }AUn(b/Tn) +4bB(F)pnAn]/V2 has asymptoticallya normal withzero mteanand unit variance..B. In passing.1 of Hoeffding[5]. tn in the mixed-rankstatistic. Here also we assume withoutany loss of generality that =0.& but.' tends to \/12B(F).providedsuch a limitis different are asympthat foroptimumor asymptoticallyoptimumdesigns. we note that Ei<j(tj-tj)=2pnAnTn.n OL. (6. positiveand (ii) Tn-? oo as n-* o thenunder Theorem7.e.we may remarkthat by virtueof theorem6.1) that A /Vn->3/4as n-* oo.REGRESSION ESTIMATE BASED 1387 ON TAU tained fromour (6.6). If (i) pn is strictly Ho0 =0. where G(x) is the standard normal cdf. tn. Finally. unlike A*.An/j{N(2G)j}+o(1).E. 11]) to the more generalregressionproblem. with respect to A comes out as 12r2(F)B2(F). This resultis an immediategeneralization of a similarresult(forthe two samplelocationproblem)(cf. like .Tn - . X(F) = re2/ 1 \/ip.D. Un(b/Tn). APPENDIX The proofsof theorems6. lim Po{PnTnjn< a}l lim Po{ Un(a/pnTn)< 0? 7&-4+00 11-4>00 (7. E {c(Zj(b/Tn)-Zj(b/Tn)) | H0} Yi> (b/Tn)(ti-ti)) -1. has to be obtained by a trial and errorsolution.1). and this completesthe proof. This means to the limitingvalue of pn.2) and (6.3*and 0.4) and his (6. On the otherhand.1. n->oo by theorem7. Pnand B(F) are definedby (2. &. (2.8) for all absolutelycontinuousF(x). Tn and distribution An.- 1). Then. afternotingthat Un(b/Tn)is a U-statisticforall real b. and in this case. (2. Thus. Proof of Theorem6.R. 7. .2.is not affectedby bad design of toticallyequally efficient.whereas /3*can be obtainedsimplyas the medianof the slopes. However.1. 896-897] is the estimatorA. reduces to -2b(tj-ti)B(F)/Tn+o(T. pp.3) and (2.1) = lim G(4aB(F)An/Vn).1. (6. if pn is close to unity. Also.n) } B(F). (where P0 indicates that Ho is assumed to -2Po(Yj- be true).2). on EJ=n(tj-bRj..2).it can be shown that {N() } Var [Un(b/Tn)]/Vnconvergesto one as n->t. as n ?? (6. [7.1).whereN.3) respectively. *. In a similar manner.E. it followsfrom (2. Proof.utilizes the exact values of X. This content downloaded from 129. Consequently.4) that forany real a.whereas/* only utilizestheirordering. this is not unexpected. the A.7 on Sun.

(Qt3n} /Tf . Hence. (7.D. the lefthand side of (7. ').." Annals of Mathematical Statistics. This impliesthat n .1388 AMERICAN STATISTICAL JOURNAL. we may conclude (on notingthat by assumption j3=0) that {NQ)/~vf}[U nl(/3L {N(2) -U.(b/ {PnTX}) ( {N () 0 (7. "Estimatesof regressionparametersbased on rank tests.Un(b'/jpnTn}) (7.7) and (2. An/V1->VA3/2as n-> 00.2) O.2) and (7.J.Hence. we see that as n-* 00. we note that for any two real and finite (b. David for his carefulreadingof the manuscript.it can be shown that I PnTnu I pnTn(.0-)has asymptotically a normal distribution with mea'n TnE2 /{ I12B(F) } and variance1/{12B2(F) }. under Ho:-=0.7 on Sun.7). This content downloaded from 129.3) along with the Chebyshev'sinequalityimplythat {N()/V n}{U n(b/{pT}) - Un(b'/{pnTn})} (7.107.A) . proceedingas in theorem7.5) and similarly.T.q2.5) and (7.3) - 4(b' b)B(F)AV (7.L.4).E.Tn(O3Un (737)-J(X )] Now. the covariance of {N(2)/V-}iUn(b/{pnTn}) and {N(2)/Vn}`Un(b'/pnTn}) can be shown to be asymptoticallyequal to unity. 4p. } Vn}Var{Un(b/{ip.the associate editorand the refereesfor theirvaluable commentson the paper and to ProfessorHerbertA.4) -4(b' - b)B(F)An/Vt -> 0. 894-904.6) From (7..U Z.n ) + ni2/1{VI2B(F) } I is boundedin probability. Now.7) convergesto 2r.and also. (7.6).Tn}) . Q.. by (2. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . {X /Tn}E:{ Un(b1/{p. using the resultsof theorem7.1. it followsaftersome manipulationsthat pnTn(/un. N.8). ASSOCIATION DECEMBER 1968 For the proof of theorem 6. theorem6.3.2./LLn)B(F) An/Vn+ cp(l).(7. 38 (1967).j . REFERENCES [11 Adichie.1.2 followsfrom(7.r/2/{ V/I2B(F) } I is bounded in probability. ACKNOWLEDGMENT The authoris gratefulto the editor.

W.aridLehmann. This content downloaded from 129. familiesoflinearregressions. 447-56. Nederl.34 (1963). L. L. "Nonparametricconfidenceintervalsfor a shiftparameter.. 1759-70. nals ofMathematical to thetheoryof statistics.. 598-611. class of non-parametric tests. K. G. 1961." Statistics. Rank correlation Second edition. "On a distribution-free Statistics. [9] Noether.." [12] Theil. Introduction to linear statistical models. [41 Hodges. and III.G."Annals of Mathematical methodof linear and polynomialregressionanalysis. M. Wetensch. II..37 (1966). F. 532-52.7 on Sun. K. JohnWiley:New York.. L.34 (1963). "Estimatesoflocationbased on ranktests. F.Akad... "A class of statisticswith asymptoticallynormaldistribution. I. methods. Jr. New York. 521-5 and 1397-412.2.. "A rank-iinvariant Proc. tribution-free methods.McGraw-HillBook Company: [8] Mood. of a methodof estimatingasymptoticefficiency [11] Sen. McGraw-Hill Book Company. "On the estimationofrelativepotencyin dilution(-direct)assays by dis19 (1963).Introduction New York. P."Biometrics. 34 (1963). P. statistics.J.. 1950.19 (1948).E. 1507-12.. "Asymptoticnormalityand consistencyof least squares estimatorsfor AnnalsofMathematical Statistics...1955. A.E." [31 Graybill. MI.1967. AnnalsofMathematical [5] Hoeffding. 293-325.Charles Griffin [6] Kendell."AnStatistics. H.107. 386-92. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . Elementsofnonparametric [10] Sen.53 (1950).REGRESSION ESTIMATE BASED ON TAU 1389 [2] Eicker.."AnStatistics. [7] Lehmann. nals ofMathematical and Company: London.. Volume 1.

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athemnatically.3based on Un(b). n<10).8) Un(b) < Ua}. V= (l/18){n(n .5) and (2. (2. I=nf{b: U(b) < 0. we workwith the sample covariance of Z (b) and ti.n(3)is a distribution-free Hence.107. we may use Table 1 of Kendall [6.En. This content downloaded from 129. Then.wherein the ith set thereare ui elementswhichare all equal. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions (2.~.4) It may be noted that if instead of workingwith Kendall's tau.5) PI -Un < Un(3) < Un I3} = 1 .

8). N. Yj) wheretiS tj.)) =N*/{NI }= Un*.*is definedby (2. looking at (2. X(M+1)). Similarly. no matter whetherthe normalityand the finitenessof the variance of F(x) hold or not.ti). Now. To obtain the expressions for03 and i3 .1)) values are non-zero. Hence.1) in ascendingorderof magnitudeand denote the rth smallestvalue by X(r) forr= 1. it follows that Un(X(M1)) = (N*+1)7 {N(2) } 2> Un* but Un(X1M. it followsthat for >0 <0.5). j)ES) will be negative. Since This content downloaded from 129.1382 AMERICAN STATISTICAL ASSOCIATION JOURNAL.9) providesan exact confidenceintervalwith confidencecoefficient 1forall unknown(but continuous)F(x). onlyN (defined by (2.E.4). (3. (3. from (2.1) (i.(c l .4). can also be expressed as a linear functionof the slopes {Xij: (i.{ N(2) } 2U.Bhaving the confidencecoefficient 1. 2. The exact expressionsforAL and 0* are consideredin the next section. whereas 3*is the median of the same set of variables. while it is positive or negative accordingas b is <X(M) or X(M+1). we observe that if we computethe value of Un(X(r)). j) ES }. Thus. Similarly. the pairs of pointsforwhichti= tj are not considered. N = 2M. 3.t) 2. Similarly.3*is the medianofthe N numbers{Xij: (i. j) forwhichtj> ti. DECEMBER 1968 which is our proposed confidenceintervalfor. * * * .7 on Sun.2.3) and (2. : is a weightedmean of the variables Xii with weights equal to (tj . (3. U.)) willbe equal to (N-2r+ 1)/ { N() } 2. while and for N = 2M. Then.(X(. In fact.1) defineboth the point and interval estimators. For N=2M+1. We now considerthe set S of N distinctpairs (i. we obtain X(M+1)2 (2(X(M) + X(M+1)). definedjust after (2. we observe that Un(X(m+1))=0.3) where U.To do this. (r. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions .2r). EXACT EXPRESSIONS FOR THE ESTIMATORS We recall that among the (2) values of (tj. 1 < i <j < n. we let N* = {U( )}*U and Mi = 4(N+(-1)iN*) fori = 1.(X+)) will be equal to (N .1) of the differencesZj(X(r))-Zi(X(r)) (for which (i. the Xij's are the slopes of the lines connectingeach pair of points (ti.3) and the observationsmade above. N = 2M + 1. and define - (Yj xj== Yi)/(tj - ti).e forlarge n). It will be seen that the N quantitiesin (3. (2.107. As such. Un(X(+1)) Un(X+ 1)) any b in the open interval (X(M). (3.. Yi) and (tj. 3=X(M2J1) Hence.we arrangethe N values in (3. Un(b)= 0. we writeN= 2M or 2M+1 accordingas N is even or odd.Hence f3* =X+1). From (2.2) Thus .4) It may be noted that the classical least squares estimator A. P{X(M1) < A < X(M2+1) | A} = 1 - E. (3.and the correspondingvalues of Zj(b)-Zi(b) only have contributionsto Un(b)in (2.j)ES. where X+ (or X-) indicates that the value is just greaterthan (or less than) X.2). (N-r) will be positive and the remainingone will be exactly equal to 0. j) E S }.2).

[4. the regressionparameterof W . = tn 1=0 and t.the confidence intervalin (2. Y. 4. section3)]. [1. the value of UZ in (2.06. Consequently.2.The estimators AL and (3 in (2.9) may be regardedas invariantunderlineartransformations on the variables. fromTable 1 of Kendall [6.i= 1.. 4.B*will be morerobustthan (3. 5.REGRESSION ESTIMATE BASED 1383 ON TAU the median is less affectedby grosserrorsor outliersthan a weightedaverage. (wherec2and d2 are different on s will be equal to (c2/d2)(3. 6. Also. however. p. REGULARITY PROPERTIES OF THE ESTIMATORS I. 4.=0. tn)to denote .n2=1 (wherenl=fni+fn2.4) satisfiesthisrelation. We also note that the two sample location problem (cf. In this case. we obtain that the open interval (3.4) by (3*(Yn. ** *.8). 4.4) that 3*(Yn+ at.9) is also invariant in the above sense.2).07. Thus.3). 10.88.It is easy to verifythat like the least squares estimator. it readily its dependenceon Y. 5. 2. it followsthat .93. t. . ni.18.75.as the exact expressionin (3.<n). 4. * * . 3.We note that if we defineWi = cl+c2Yi and si= di+d2ti. 4. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . (2. Invariance.25. 4. .8) also satisfythis conditionand as a result.1) are obtained as (in ascendingorder) 1. n.14. tn) + a forall real a. Thus. He has.5) is equal to 11/21.75.from(3. Thus the point estimateof ( is X(11)= 4.7 on Sun. Let us denotethe pointestimatorin (2. 4.N (2) = 21. by a straightforward generalizationof the porofof Theorem 1 of [4]. 4. [7.18 providesa 93% confidenceinterval for(.3). 10. 7. n. 11]).94. 3. pp. 11]) is a special case of the general regressionproblem studied here.5. 3.2) is not applicable in hiscase (cf. whichis the same value obtained by Adichie [1]. 3. 119-1201. valid forall continuousF(x).1) The same invariancerelationis also satisfiedby (L* and (3*in (2. ti 1 yi 9 2 3 4 10 12 18 15 19 20 45 55 78 The least squares estimateof (3 is 4.3) and are based on the Wilcoxontwo-sampletest (cf. 1711. This content downloaded from 129. Now. M1 = 5 and M2 = 16.) = 3*(Yn. definedby (3.107. 4. N=nin2 and d* is the median of the nln2differences (Yj-Y*). 4.employed a trial and errorprocedurefor the computationof his estimator.67. . L and 0 are definedas the M1th and (M2+ 1)th n1+n2. orderstatisticsof these nmn2 differences whereM1l and M2 are definedby (3. 2. * . The values of Xi.jn=+n . Again.. 5. i. from (3.. we observe that corresponding to a value of E. (5.= (Y1.71 3. the pointestimator(3*in (2. we obtain that N* = 11. also consideredby Adichie [1]. from0). Then.4).02. Since all ti's are distinct. * * followsfrom(2.1+1= -* t= =41+.88. tn).) and tn= (tl. and as a result the confidenceinterval in (2.71). AN ILLUSTRATIVE EXAMPLE We considerthe followingdata fromGraybifl [3. 3. and (2.1.

7 on Sun. Thus. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions (6. we may concludethat the estimate/* in (3. Hence. are all independentand identicallydistributed. Wn). and (iii) of the point and intervalestimatorswith the asymptoticrelative efficiencies based on the least squares principle. Otherpropertiesof the estimatorare consideredin the next section. the assumed value of A.2) that U(-Yn. .). ./(Wj.1).9). Rewriting Un(O) as U(Y. Q. III. n. /L.). we may assume withoutany loss of generalitythat .1384 AMERICAN STATISTICAL ASSOCIATION JOURNAL. U(-Yn. we want to estimateB. . ASYMPTOTIC PROPERTIES OF THE ESTIMATORS Here we shall consider(i) the asymptoticnormalityofthe pointestimatorin (2.wi)) (5.and (iii) the random variables Ei=ei-/vi. 0*(_ Y. An = (1/12) n(n2- 1)-E uj(uj. definingUn(b) as in (2. p. * * .*. Au* and 3u'-O3 II. n. we have from (2. tn). Hence. (ii) asymptoticpropertiesof the confidenceintervalin (2.2).We considerhere the moregeneralcase. DECEMBER 1968 it cani be shown that if F (x) is continuous(or absolutelycontinuous)then so are the cdfsof all the statisticsj3*. 32*. .E.1) . Also. Hence.(O) has a distributionsymmetricabout 0 (cf. It is assumed where (es. i= 1. and let Tn= i=1 n(t- 4%)2.proceedingas in Theorem5. t. tn) and.We have the followingtheoremestablishingthis property of 3*...U(Y.B=O. Unbiasedness. . tn) = distribution.4).107.1).2) (with ti's replaced by Wi's) is unbiased forA.. that Yi=a+?ti+ei.1. havingobserved(Ye.for i=1. Under these assumptions. for /= 0. Validitywhenbothvariablesare subjectto errors.By virtueof (5. Consequently. Un(/3) (2) E c(Yj - i .. Vi 5j } = 1. is not observable and the observable (random) variable is Wn= (W1. beingthe same as of /*( Y. about thetrueparameterj3. (ii) it--tiI >gi+gj forall isr3j..1. so that N.. . is equal to (2). Theil [i1 ] consideredthisproblemunderthe assumptionsthat (i) P { Iv > gi 0 forsome finitegi(>O). t. 6. n. in which t. tn) have the same Alsofrom(2.D. i-= 1. U. U(Yn. is also symmetricalabout 0.. we obtain that here with probability1.P { Wi 5 Wj.1)} jl This content downloaded from 129. The invariancepropertyalso holds in this case.. of A* is symmetric Theorem5. * *. i=1. <Wn. tn). Wi).2) (2) (<i which is symmetricallydistributedabout 0. the distributionof /* (Y. * . definedby (2. Kendall [6. with ti's replaced by Wi's. n.2. . tn).weobtainthat0*(Y. The distribution Proof. estimators the to corresponding respect For this purposewe defineT4 as in section2. vi) are stochasticallyindependent. Thus the Wi's occur in the same order as the ti's and we can consider (with probability1) WIV<W2< .4).. tn) = . 68]).3) and (2.whereW = t+vi.

2.9) with respectto the confidence intervalderivedfromthe least squares estimators.n) the A. 0 <Pn <1. to study the asymptoticrelative efficiency(A.1. where b is positive. we rewriteTnAnpn as .-L.R.6).. <t*. If (i) pn is strictlypositiveand (ii) Tn-* oo as n-* oo. we recall that tB is composed of an distinctsets of elements.(0*/A) = 12o2(F)p2B2(F). and arriveat (6.2) That is. (2. (where o-2(F) is the variance of the cdf F(x). with respect to n we comparethe reciprocalsoftheirasymptoticvariances.and hence. the numeratoron the righthand side of (6.n) convergesin probabilityto may be referredto Eicker [2].4) as in [7. (6. Finally. where t*< + I(uj+l). Then. .We shall now study (6. (6. where the equality sign holds if and only if (t*. and also let n Pn - (i- i=l 1? 2(n + 1))((ti.E.n.oo. (6.. * .-0.2. forall j 1. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions .4) in more detail.wherein the jth set thereare uj elementswhich are all equal to t . (In orderto take care of the asymptoticsituationwe conceive of a sequence of sample sizes and a correspondingsequeniceof estimators.3) _00 Then. * *. Pn2>0. a. n-L. * * *.R. we compare the reciprocalsof the squares of the limitingvalues of Tn(O3U. wherethe upper bound 1 is attainedif and only if t= a+ bRj forall j 1.defined in probability by(2. as adjusted forties.4).n) as a measureoftheirA. we have the followingtwo theoremswhose proofsare supplied in the Appendix.) Theorem6.E.4) as -L. * * *.REG(RESSION ESTIMATE BASED 1385r) ON TAU wherean and ujs are definedjust before(2. This completesthe proofof the theorem.n and Tn (I . Undertheconditionsof Theorem6.1. n). (In this connection.uj (Rj -+) (tj -in) whichby the Cauchy-Schwarzinequalityis less than or equal to TnAn. tn) and (1..and obtain that A. ** an (?2).R.E. Proof. an whereuo= 0. pn0Tn(un*.) to7.9).we assume that F(x) is absolutely continuoushaving a continuousdensityfunctionf(x) satisfying f2(x)dx < B(F) cc..2) is non-negative. <tn.3. Let Rj=uo+ * +uj_ say. * * *. -2+ to the limitp2(>0) providedp2 converges This content downloaded from 129. We denote the sequence of least squares estimatorsby X and the allied confidenceintervals (correspondingto the same confidencecoefficient1-e) by &L.8) and (2. To prove that Pn<?. of the confidenceintervalin (2. the reader 2. 11] as n-. pn iS the product momentcorrelationcoefficient between (t.R.Tn)= b(R1 ).7 on Sun. thenl withzero mean and varia normaldistribution p00Tn (4-fi) has asymptotically ance 1/(12B2(F)). converges Theorem6.it is wellknownthat(i) Tn(A n-0-) has asymptotically a normal distributionwith 0 mean and variance o-2(F).)..n< A3?U. an.9).) a(F). we have the following: Theorem6.ri Now.Since tl?t2< . whereE is thelimitingvalueofEn. forj=1. We shall attach the suffixn to these estimatorsto denote such a sequence. Then.defined by (2. For this.) 4)/(TnA.. Similarly.) and (ii) Tn (A.107.) of j*. for j=1.E./2/(V B(F)).

of A* with respectto the estimators proposed by Adichie [1].(iii) fordistribularge and tionswith 'heavy tails' (such as Cauchy etc. . Hence. clearly p.107.1) of [1]. is leftto the exhe should always tryto select tn in such a way that (i) p.if ti. DECEMBER 1968 Two particularcases where pn= 1 are of special interest. -1 computationsit followsthat By straightforward Pn= m(3m + 1)/{m(m + 1) (m3+ 4m2+ 4m + 1)} 0(3/mi) = 0(n-1).R.consider the following A) t Uj -m 1 1 m (m > 1)(66) m m 1 n=2m+2. foroptimal or asymptoticallyoptimal designs. On the contrary. i. ..R. p. The secondcase relatesto the experimentaldesignwhereall the observationsare placed at the two end-pointsof an intervalfor the optimum least squares estimation of the slope.E. as in [9. to providea reasonableidea about the efficiency (6.4 clearlyindicate that if the choice of t. For general is given by A.pn is usuallywell away from0. is equal to 3/7r= 0.wheretheequalitysign holds if optimallydesigned.5) m m 1 n=2m+2. t. Yn.R. h>0. .E.4. is either perimenter.the second tni+= case also resemblesthe classical two-samplelocation problem.3 and the above discussionwe readilyarriveat the followingtheorem.E.so that Pn does not tend to 1 as n-> 00. it cannot be less than 0. tn. Theorem6. it may be indefinitely (iv) forany continuousF(x). 1 Uj 1 2 Here. Thus. (6. .*. and AlniS some suitablerank score.R.R.n.E. may not have any lower bound (such as 0. As an exampleof a bad design. and as a result(6.) In eithercase.E. of his estimatorwithrespectto (6. we shall say that the independentvariables are optimallydesignedif pn -1. this A. it follows that (i) when F(x) is normal. In spite of such pathologicalexamples.4) can be used of d*. In fact.E.R.*o.it is greaterthan unity. .. where ni<n. optimally We shall also say that the independentvariables are asymptotically designedif Pn--*l as n.. so also willthisA. the general regressionproblemwithequispaced independentvariableswheret. (As has been noted earlier.the A. the expressionforthe A. if Pn->O as n. . * * .e.. From theorem6.864. .1. (ii) when F(x) is logisticor double exponential. However.considerthe followingdesign: tf? -2 -1 tn . tnare not optimallydesigned. when tl= .7 on Sun.First.oo0.). A. n.955.1)h.4) and theorem6. variablesare (at least asymptotically) theindependent Thus. exactlyor nearlyequal to 1 and (ii) T is maximumforthe practicable range ofvaluesofti.in actual practice. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . (j3*j ? 12cr2(F)B2(F). of A* relative to A is the same as that of the Wilcoxontest withrespectto the Student's t-test(forthe two sample location problem). i = 1. where Rj refersto the rank of Yj among Y1. 89].= t1+ (i.R.864 or so).E.7) and this convergesto zero as n-> 0o . .E.1386 AMERICAN STATISTICAL ASSOCIATION JOURNAL.* with respectto his estimatorcan be obA This content downloaded from 129.R. As an example.2.->l as n-> oo. His estimatesare in fact based on a class of'mixed rank' statisticsof the type > n (ti-4n)1Pn(Rj/(n+1)).this A. the A.0 (6. of .theorem6..n=t* = t> * t* *>t. It is also worthcomparingthe A.

&based on the Wilcoxon-scoresstatistic i.4B(F)An/V.2. Now.107. it follows from (2.1).E. :. (2.R. Q.1 and 6. it followsfrom(2.it may definitelybe of some advantage to consider a but quick estimatorratherthan a computationally (possibly)slightlyinefficient complicatedone.Vn. Hence. the asymptotic normalityof U>(b/T>) followsreadily fromTheorem 7. A special case consideredby him in section 3 [1. the A. We note that for large Tn. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions .2 are based on the following. of . So in actual practice.6) and (6..2) that E{Un(b/Tn)|HO} -4lB(F)p. of A* with respectto AX is equal from0. [{N(2) }AUn(b/Tn) +4bB(F)pnAn]/V2 has asymptoticallya normal withzero mteanand unit variance..B. In passing.1 of Hoeffding[5]. tn in the mixed-rankstatistic. Here also we assume withoutany loss of generality that =0.& but.' tends to \/12B(F).providedsuch a limitis different are asympthat foroptimumor asymptoticallyoptimumdesigns. we note that Ei<j(tj-tj)=2pnAnTn.n OL. (6. positiveand (ii) Tn-? oo as n-* o thenunder Theorem7.e.we may remarkthat by virtueof theorem6.1) that A /Vn->3/4as n-* oo.REGRESSION ESTIMATE BASED 1387 ON TAU tained fromour (6.6). If (i) pn is strictly Ho0 =0. where G(x) is the standard normal cdf. tn. Finally. unlike A*.An/j{N(2G)j}+o(1).E. 11]) to the more generalregressionproblem. with respect to A comes out as 12r2(F)B2(F). This resultis an immediategeneralization of a similarresult(forthe two samplelocationproblem)(cf. like .Tn - . X(F) = re2/ 1 \/ip.D. Un(b/Tn). APPENDIX The proofsof theorems6. lim Po{PnTnjn< a}l lim Po{ Un(a/pnTn)< 0? 7&-4+00 11-4>00 (7. E {c(Zj(b/Tn)-Zj(b/Tn)) | H0} Yi> (b/Tn)(ti-ti)) -1. has to be obtained by a trial and errorsolution.1). and this completesthe proof. This means to the limitingvalue of pn.2) and (6.3*and 0.4) and his (6. On the otherhand.1. n->oo by theorem7. Pnand B(F) are definedby (2. &. (2.8) for all absolutelycontinuousF(x). Tn and distribution An.- 1). Then. afternotingthat Un(b/Tn)is a U-statisticforall real b. and in this case. (2. Thus. Proof of Theorem6.R. 7. .2.is not affectedby bad design of toticallyequally efficient.whereas /3*can be obtainedsimplyas the medianof the slopes. However.1. 896-897] is the estimatorA. reduces to -2b(tj-ti)B(F)/Tn+o(T. pp.3) and (2.1) = lim G(4aB(F)An/Vn).1. (6. if pn is close to unity. Also.n) } B(F). (where P0 indicates that Ho is assumed to -2Po(Yj- be true).2). on EJ=n(tj-bRj..2).it can be shown that {N() } Var [Un(b/Tn)]/Vnconvergesto one as n->t. as n ?? (6. [7.1).whereN.3) respectively. *. In a similar manner.E. it followsfrom (2. Proof.utilizes the exact values of X. This content downloaded from 129. Consequently.4) that forany real a.whereas/* only utilizestheirordering. this is not unexpected. the A.7 on Sun.

(Qt3n} /Tf . Hence. (7.D. the lefthand side of (7. ').." Annals of Mathematical Statistics. This impliesthat n .1388 AMERICAN STATISTICAL JOURNAL. we may conclude (on notingthat by assumption j3=0) that {NQ)/~vf}[U nl(/3L {N(2) -U.(b/ {PnTX}) ( {N () 0 (7. "Estimatesof regressionparametersbased on rank tests.Un(b'/jpnTn}) (7.7) and (2. An/V1->VA3/2as n-> 00.2) O.2) and (7.J.Hence. we see that as n-* 00. we note that for any two real and finite (b. David for his carefulreadingof the manuscript.it can be shown that I PnTnu I pnTn(.0-)has asymptotically a normal distribution with mea'n TnE2 /{ I12B(F) } and variance1/{12B2(F) }. under Ho:-=0.7 on Sun.7). This content downloaded from 129.3) along with the Chebyshev'sinequalityimplythat {N()/V n}{U n(b/{pT}) - Un(b'/{pnTn})} (7.107.A) . proceedingas in theorem7.5) and similarly.T.q2.5) and (7.3) - 4(b' b)B(F)AV (7.L.4).E.Tn(O3Un (737)-J(X )] Now. the covariance of {N(2)/V-}iUn(b/{pnTn}) and {N(2)/Vn}`Un(b'/pnTn}) can be shown to be asymptoticallyequal to unity. 4p. } Vn}Var{Un(b/{ip.the associate editorand the refereesfor theirvaluable commentson the paper and to ProfessorHerbertA.4) -4(b' - b)B(F)An/Vt -> 0. 894-904.6) From (7..U Z.n ) + ni2/1{VI2B(F) } I is boundedin probability. Now.7) convergesto 2r.and also. (7.6).Tn}) . Q.. by (2. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . {X /Tn}E:{ Un(b1/{p. using the resultsof theorem7.1. it followsaftersome manipulationsthat pnTn(/un. N.8). ASSOCIATION DECEMBER 1968 For the proof of theorem 6. theorem6.3.2./LLn)B(F) An/Vn+ cp(l).(7. 38 (1967).j . REFERENCES [11 Adichie.1.2 followsfrom(7.r/2/{ V/I2B(F) } I is bounded in probability. ACKNOWLEDGMENT The authoris gratefulto the editor.

W.aridLehmann. This content downloaded from 129. familiesoflinearregressions. 447-56. Nederl.34 (1963). L. L. "Nonparametricconfidenceintervalsfor a shiftparameter.. 1759-70. nals ofMathematical to thetheoryof statistics.. 598-611. class of non-parametric tests. K. G. 1961." Statistics. Rank correlation Second edition. "On a distribution-free Statistics. [9] Noether.." [12] Theil. Introduction to linear statistical models. [41 Hodges. and III.G."Annals of Mathematical methodof linear and polynomialregressionanalysis. M. Wetensch. II..37 (1966). F. 532-52.7 on Sun. K. JohnWiley:New York.. L.34 (1963). "Estimatesoflocationbased on ranktests. F.Akad... "A class of statisticswith asymptoticallynormaldistribution. I. methods. Jr. New York. 521-5 and 1397-412.2.. "A rank-iinvariant Proc. tribution-free methods.McGraw-HillBook Company: [8] Mood. of a methodof estimatingasymptoticefficiency [11] Sen. McGraw-Hill Book Company. "On the estimationofrelativepotencyin dilution(-direct)assays by dis19 (1963).Introduction New York. P."Biometrics. 34 (1963). P. statistics.J.. 1950.19 (1948).E. 1507-12.. "Asymptoticnormalityand consistencyof least squares estimatorsfor AnnalsofMathematical Statistics...1955. A.E." [31 Graybill. MI.1967. AnnalsofMathematical [5] Hoeffding. 293-325.Charles Griffin [6] Kendell."AnStatistics. H.107. 386-92. 8 Jun 2014 14:31:15 PM All use subject to JSTOR Terms and Conditions . Elementsofnonparametric [10] Sen.53 (1950).REGRESSION ESTIMATE BASED ON TAU 1389 [2] Eicker.."AnStatistics. [7] Lehmann. nals ofMathematical and Company: London.. Volume 1.

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