The mean squared errors of various estimators of slope, intercept, and mean response in the simple linear regression problem are compared in a simulation study. A weighted median estimator of slope proposed by Sievers (1978) and Scholz (1978) and two intercept estimators based upon it are found to perform well for most error distributions studied. Theil's (1950) estimator of slope and two intercept estimators based on it are preferable for certain heavily contaminated error distributions.
No takes yet. Share an insight, caveat, or question.
E. Jacquelin Dietz (1987) studied this question.
Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context: