Comparison of Parametric and Non-Parametric Estimation Methods in Linear Regression Model

In this study, the aim was to review the methods of parametric and non-parametric analyses in simple linear regression model. The least squares estimator (LSE) in parametric analysis of the model, and Mood-Brown and Theil-Sen methods that estimates the parameters according to the median value in non-parametric analysis of the model are introduced. Also, various weights of Theil-Sen method are examined and estimators are discussed. In an attempt to show the need for non-parametric methods, results are evaluated based on real life data