On Theil's method in fuzzy linear regression models

Abstract

Regression analysis is an analyzing method of regression model to explain the statistical relationship between explanatory variable and response variables. This paper propose a fuzzy regression analysis applying Theils method which is not sensitive to outliers. This method use medians of rate of increment based on randomly chosen pairs of each components of α -level sets of fuzzy data in order to estimate the coefficients of fuzzy regression model. An example and two simulation results are given to show fuzzy Theils estimator is more robust than the fuzzy least squares estimator.