Approximate Confidence Limits for the Nonparametric Slope Estimate
Denote the upper and lower limits for the slope by and , respectively. Then and are computed as follows:
is the largest slope estimate, where
And
Where is the percentile of the standard normal distribution
is the largest slope estimate, where
A % confidence interval on the true slope is given by
This method assumes that is large, say . Helsel and Hirsch (1995, page 273) provide a method for determining and when . VSP uses the approximate method above even when , but a warning message The upper and lower limits on the estimated slope are approximate when appears when .