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Rank-based regression in Excel

This tutorial shows how to run a rank-based regression in Excel using the XLSTAT-R engine.

What is rank-based regression?

Rank-based regression allows estimating rank-based coefficients for linear models. Those estimations are considered to be more robust with regards to outliers compared to more classical estimation approaches.

The Rank-based regression function developed in XLSTAT-R calls the rfit function from the Rfit package in R (John Kloke).

Data set for launching a rank-based regression in XLSTAT-R

The data corresponds to the data used in the XLSTAT ANCOVA tutorial:
Download the data

Setting up a rank-based regression in XLSTAT-R

Open R / Rfit / Rank-Based Regression
XLSTAT-R Menu rank based regression rfit
Fill in the general tab as follows:
XLSTAT-R Rfit filling out the general tab
Activate the Interactions option in the Options tab.
XLSTAT-R Rank-Based Regression, Options tab
Click OK.

In the dialog box that appears, select the terms you want to include in the model:
XLSTAT-R Rank-Based regression, factors and interactions dialog box
Select the terms you want to keep and click OK.

Interpret the results.
XLSTAT-R Rank Based regression coefficients
XLSTAT-R Rank Based Regression Coefficients Chart
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