Least median of squares and regression through the origin

An exact algorithm is provided for finding the least median of squares (LMS) line for a bivariate regression with no intercept term. It is shown that the popular Program for RObust reGRESSion (PROGRESS) routine will not, in general, find the LMS slope when the intercept is suppressed. A Microsoft Excel workbook that provides the code in Visual Basic is made available at http://www.wabash.edu/econexcel/LMSOrigin.