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Why do we square the errors in OLS? Why not use true values?

go ahead and Google it and you'll never get a straight answe...
startled orange stage telephone
  08/26/26
(first year LRM econometrics student)
Orchid deranged police squad step-uncle's house
  08/26/26
Squaring has a real cost. Because a big error is punished so...
startled orange stage telephone
  08/26/26
This is like watching prince tp read high school math books ...
cracking rambunctious international law enforcement agency principal's office
  08/26/26
I thought it would be an easy question for poasters to answe...
startled orange stage telephone
  08/26/26
Anyone?
startled orange stage telephone
  08/26/26
Just measure at the actual errors. What's wrong with that? D...
startled orange stage telephone
  08/26/26
"What I still don't understand is why OLS regression is...
startled orange stage telephone
  08/26/26


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Date: August 26th, 2026 12:12 AM
Author: startled orange stage telephone

go ahead and Google it and you'll never get a straight answer. Ask Claude Fable and you'll get wrong answers only, I bet

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093497)



Reply

Date: August 26th, 2026 12:14 AM
Author: Orchid deranged police squad step-uncle's house

(first year LRM econometrics student)

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093500)



Reply

Date: August 26th, 2026 12:17 AM
Author: startled orange stage telephone

Squaring has a real cost. Because a big error is punished so hard, a single wrong data point can drag the whole line towards itself. One student recorded as 8 hours and 3 marks, by a typo, will bend the line more than the other seven points together.

The absolute version is far more resistant to that, and it has a name, mean absolute error. It is a good choice when your data has outliers you cannot remove. It is used less often mostly because of the corner, and because squared error has clean mathematics behind it.

https://teachyourselfcoding.com/courses/learn-machine-learning-from-first-principles-using-javascript/lesson/why-we-square-the-error/?page_tab=overview

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093513)



Reply

Date: August 26th, 2026 12:19 AM
Author: cracking rambunctious international law enforcement agency principal's office

This is like watching prince tp read high school math books all over again

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093516)



Reply

Date: August 26th, 2026 12:20 AM
Author: startled orange stage telephone

I thought it would be an easy question for poasters to answer

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093518)



Reply

Date: August 26th, 2026 12:21 AM
Author: startled orange stage telephone

Anyone?

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093520)



Reply

Date: August 26th, 2026 12:22 AM
Author: startled orange stage telephone

Just measure at the actual errors. What's wrong with that? Do we really just like to square things because it's easier to work with all positive integers?

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50093523)



Reply

Date: August 26th, 2026 8:40 PM
Author: startled orange stage telephone

"What I still don't understand is why OLS regression is still the default solution to the problem of linear regression. It seems to me that in the majority of practical situations, the costs associated with errors are linear or approximately linear. If I order 2 extra parts, I incur twice the unnecessary cost as compared to if I order 1 extra part. Therefore, the optimal solution that OLS produces will not correspond to an optimal solution in reality."

https://stats.stackexchange.com/questions/470626/why-is-using-squared-error-the-standard-when-absolute-error-is-more-relevant-to

(https://xoxohth.com/thread.php?thread_id=5897341&forum_id=2#50095388)