A major difference between mean square error (MSE) and mean absolute deviation (MAD) is that MAD is influenced much more by large forecast errors than by small errors.

Question

Quizplus · Accepted Answer

MAD is less sensitive to large forecast errors than MSE because MSE squares the errors, thus giving disproportionately high weight to larger errors, whereas MAD measures the average absolute distance without squaring.

A Major Difference Between Mean Square Error (MSE) and Mean