The formula of the mean square deviation is more "famous" then the formula of the average linear deviation. Why, and whats practical difference?
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Are you talking about the average absolute deviation? Using mean square deviation may correspond to your loss function, and the regression line is is easier to calculate – Henry Oct 25 '22 at 12:39
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Both measures are frequently used. The Gauss-Markov Theorem is at least one reason to look at squared differences. – lulu Oct 25 '22 at 12:39