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A common gotcha with linear regression. Imagine that your data points look like they roughly fit the shape of a tilted ellipsis. The linear regression will not
by murbard2 10y ago
A common gotcha with linear regression. Imagine that your data points look like they roughly fit the shape of a tilted ellipsis. The linear regression will not run along the axis of the ellipsis, the slope will typically be smaller. This is because you're minimizing the square distance along the y axis, not the distance from a point to the line itself.
- thanatropism 10y agoWhat you appear to want is "total least squares": https://en.wikipedia.org/wiki/Total_least_squares https://en.wikipedia.org/wiki/Total_least_squares
- klodolph 10y agoDo you mean "ellipse"? I was a bit confused about the "ellipsis" comment, since an ellipsis looks like a collection of collinear points.