What is the standard measure of fit quality for least absolute deviation regression (the analog of $R^2$)
44278
$R^2$ for least absolute deviation regression
56894
Is it a problem to get a negative adjusted r-squared?
24013
Is a weighted $R^2$ in robust linear model meaningful for goodness of fit analysis?
73181
Standard deviation of binned observations
7740
The median minimizes the sum of absolute deviations (the $ {\ell}_{1} $ norm)
52136
Linear regression with Laplace errors
103272
Defining a univariate regression
108610
How to derive the least square estimator for multiple linear regression?
77204
Least squares invariant under transformation?
98061
How to interpret coefficient standard errors in linear regression?
77435
Analytic solution for angle of minimum deviation?
51189
The equivalence of sample correlation and R statistic for simple linear regression
71082
How to find a good fit for semi-sinusoidal model in R?
92862
Degrees of freedom for standard deviation of sample
16217
How to find the minimum covariant type for best fit between two types?
153095
When AIC and Adjusted $R^2$ lead to different conclusions
35722
What regression model to chose?