# 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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### 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: $$LSD = \Sigma^n_{i=1} (y_i-f(x_i))^2$$ ...