Theil-Sen regression

Least squares is so frequently the method by which linear regressions are estimated that in many write-ups of analyses, explicit mention of the method is omitted. Authors save the ink or pixels otherwise consumed by “least squares” and let it simply be inferred. This is an understandable elision: You could make good money repeatedly betting that when someone says that they fit a linear regression, they did so via least squares. But alternative estimation methods are on offer—and are sometimes preferable.