The RATS Software Forum

Posted: **Thu Jun 23, 2016 4:05 pm**

It seems like Theil (1950) - Sen (1968) estimation of linear models have advantages relative to OLS based on Ohlson and Kim (2015), Review of Accounting Studies 20, 395-435. Is anyone familiar with this estimation?

Posted: **Fri Jun 24, 2016 10:09 am**

Is there any compelling reason to choose that (which doesn't generalize easily to multiple regression) over LAD if you're concerned about robustness?

The RATS Software Forum

Theil-Sen estimation of linear models-Ohlson and Kim (2015)

Theil-Sen estimation of linear models-Ohlson and Kim (2015)

Re: Theil-Sen estimation of linear models-Ohlson and Kim (20