Squaring gets you guaranteed positive numbers. Remember, we are adding all the errors together to optimize the model: If we get sum_errors_A = 4 + -3 + -1 su

Squaring gets you guaranteed positive numbers. Remember, we are adding all the errors together to optimize the model: If we get sum_errors_A = 4 + -3 + -1 sum_errors_B = 1 + 1 + 1 B is obviously the better model, but it has a higher error than A when comparing. If we squared all the terms and then added, B would be the stronger model.