Question about Mean Squared Error::Why Squared?

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The squared error was historically used because that is the natural method to use when you assume the errors behind your data are normally distributed. The fact that using the squares made the following mathematics easier to work with was a bonus.

statdad Recognitions: Homework Help	The squared error was historically used because that is the natural method to use when you assume the errors behind your data are normally distributed. The fact that using the squares made the following mathematics easier to work with was a bonus.