Revision of the Theil Fitting Method

Astronomy and Astrophysics – Astrophysics

Scientific paper

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Data Analysis, Numerical Methods

Scientific paper

The non parametric robust fitting method originally due to Theil is reviewed starting from the work of Sen (1968). In that paper only the estimate of the angular coefficient in a straight line fit is considered. Here it is shown that this method can be successfully employed to estimate also the intercept of a straight line, as well as to fit other functions such as polynomials and some non-linear curves: the Gaussian, the Lorentzian, the exponential and the power law. The general method scheme is retained, while a new formulation for the error estimator is proposed. The method proved to be unbiased and robust by the Monte-Carlo simulations, adopting the Gaussian and Cauchy error sources. Comparison with the standard methods are performed too. The suggested reliability of the Theil method to fit data with errors both in the dependent and independent variable is tested. The obtained results are not fully satisfactory.

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