The MSE is always greater than or equal to the MAD.

Name: The MSE is always greater than or equal to the MAD.
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Question

Quizplus · Accepted Answer

The Mean Squared Error (MSE) and the Mean Absolute Deviation (MAD) measure different aspects of forecast error, and one is not always greater than the other. The MSE squares the errors before averaging, which can disproportionately penalize larger errors, while the MAD computes the average of the absolute errors. Depending on the distribution of errors, either could be larger.

The MSE Is Always Greater Than or Equal to the MAD