I am working with 12 different linear regression (e.g. Ordinary least square, Quantile, Huber regression and so on).
I calculated a performance measure for each linear regression, and I do this for 20 datasets (a table 20 by 12. twenty rows to the name of a dataset and twelve columns for the linear regression models and the table cells for the performance measure values).
I want to Calculate pairwise comparisons (To test every two pairs) to see if the performance measure is significantly different or not.
My question is
Does this problem need Independent or Paired Test? parametric or nonparametric test?