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Why do we square the errors in OLS? Why not use true values?
| Jet-lagged Locale Electric Furnace | 08/26/26 |
| Brilliant menage candlestick maker | 08/26/26 |
| Jet-lagged Locale Electric Furnace | 08/26/26 |
| vengeful field corn cake | 08/26/26 |
| Jet-lagged Locale Electric Furnace | 08/26/26 |
| Jet-lagged Locale Electric Furnace | 08/26/26 |
| Jet-lagged Locale Electric Furnace | 08/26/26 |
| Jet-lagged Locale Electric Furnace | 08/26/26 |
Poast new message in this thread
Date: August 26th, 2026 12:12 AM Author: Jet-lagged Locale Electric Furnace 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 (http://www.autoadmit.com/thread.php?thread_id=5897341&forum_id=2/en-en/#50093497) |
Date: August 26th, 2026 12:14 AM Author: Brilliant menage candlestick maker (first year LRM econometrics student) (http://www.autoadmit.com/thread.php?thread_id=5897341&forum_id=2/en-en/#50093500) |
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Date: August 26th, 2026 12:17 AM Author: Jet-lagged Locale Electric Furnace 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 |
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Date: August 26th, 2026 12:19 AM Author: vengeful field corn cake This is like watching prince tp read high school math books all over again (http://www.autoadmit.com/thread.php?thread_id=5897341&forum_id=2/en-en/#50093516) |
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Date: August 26th, 2026 12:20 AM Author: Jet-lagged Locale Electric Furnace I thought it would be an easy question for poasters to answer (http://www.autoadmit.com/thread.php?thread_id=5897341&forum_id=2/en-en/#50093518) |
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Date: August 26th, 2026 12:21 AM Author: Jet-lagged Locale Electric Furnace Anyone? (http://www.autoadmit.com/thread.php?thread_id=5897341&forum_id=2/en-en/#50093520) |
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Date: August 26th, 2026 12:22 AM Author: Jet-lagged Locale Electric Furnace 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? (http://www.autoadmit.com/thread.php?thread_id=5897341&forum_id=2/en-en/#50093523) |
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Date: August 26th, 2026 8:40 PM Author: Jet-lagged Locale Electric Furnace "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 |