Trends in time series data estimated with OLS linear regression may be tested with a robust procedure that is less sensitive to influential observations and violations of regression assumptions. The test consists of comparing the average age of data tritiles. If the higher tritiles are newer a...

In this paper, the main idea is to compute the robust regression model, derived by experimentation, in order to achieve a model with minimum effects of outliers and fixed variation among different experimental runs. Both outliers and nonequality of residual variation can affect the response...