Linear Fit: why do we minimize the variance and not the sum of all deviations?
58249
Why do we use a Least Squares fit?
44278
$R^2$ for least absolute deviation regression
92501
Fitting simple linear regression with no intercept
125934
Minimize absolute values of errors instead of squares
81851
Testing equality of variances without the data, just from the variances and the mean
135047
Why does PCA maximize total variance of the projection?
27533
Variance-covariance matrix in lmer
141269
Linear regression not fitting well
76948
Variance of Wilcoxon Rank-Sum Test (no ties)
102459
Why use gradient descent for linear regression, when a closed-form math solution is available?
94712
Estimator of Variance of Error
154842
Zero variance Random variables
24013
Is a weighted $R^2$ in robust linear model meaningful for goodness of fit analysis?
142074
Solving linear regression with weights and constraints
122089
Singular information matrix error in lrm.fit in R
46026
How bias arises in using maximum likelihood to determine the variance of a Gaussian?
139123
Is $\bar X$ a minimum variance unbiased estimator of $\theta$ in an exponential distribution?