Consider the AR(1) model $X_{t}$=$eta$ $X_{t-1}$+$varepsilon$$_{t}$ where $eta$ < 1 is an unknown parameter to be estimated and {$varepsilon$$_{t}$} denotes the independent and identically distributed error terms with unknown common distribution function F. In this paper, a strong representation for the least absolute deviation (LAD) estimate of $eta$ in AR(1) models is obtained under some mild conditions on F. on F.F.