# Questions tagged [least-absolute-deviations]

A regression that minimizes the sum of absolute errors (instead of the sum of squared errors).

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### Asymptotic for LAD - Problem 16, p.84 Van der Vaart

From Van der Vaart's Asymptotics Statistics, we have the derivation of the asymptotics for the least square regression (Example 5.27). Now, the problem 16 of the same section regards the asymptotics ...
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### Does this exist: Recursive Least Absolute Deviation-Regression?

For least squares regression there exists the Recursive Least Squares algorithm which allows to find the least squares solution online. Does something similar exist for Least Absolute Deviation ...
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### Why is using squared error the standard when absolute error is more relevant to most problems? [duplicate]

I recognize that parts of this topic have been discussed on this forum. Some examples: Is minimizing squared error equivalent to minimizing absolute error? Why squared error is more popular than the ...
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### Generalisation of Absolute Deviation and Least Squares Deviation: Statistical Use?

This linked answer defines Least Absolute Deviation (LAD) and Least Squares Deviation (LSD), as follows: $$LAD = \Sigma^n_{i=1} |y_i-f(x_i)|$$ And: $$LSD = \Sigma^n_{i=1} (y_i-f(x_i))^2$$ ...
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### Reference for doing linear regression with mean absolute deviation?

I am looking for a resource that goes over how to derive the coefficients for a linear regression model while minimizing the mean absolute deviation. I am hoping for both a mathematical and ...
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