A SAS program (SAS 9.1.3 release, SAS Institute, Cary, N.C.) is presented to implement the Hettmansperger and McKean (1983) linear model aligned rank test (nonparametric ANCOVA) for the single covariate and one-way ANCOVA case. As part of this program, SAS code is also provided to derive the residuals from the regression of Y on X (which is step 1 in the Hettmansperger and McKean procedure) using either ordinary least squares regression (proc reg in SAS) or robust regression with MM estimation (proc robustreg in SAS).
Nakonezny, Paul A. and Shull, Robert D.
"JMASM 26: Hettmansperger and Mckean Linear Model Aligned Rank Test for the Single Covariate and One-Way ANCOVA Case (SAS),"
Journal of Modern Applied Statistical Methods:
1, Article 32.
Available at: http://digitalcommons.wayne.edu/jmasm/vol6/iss1/32