Okay, "total least squares" as in your [0]!!!! WOW!!! Back when I knew nothing of regression or curve fitting and was first considering the issue, the questio

Okay, "total least squares" as in your [0]!!!! WOW!!! Back when I knew nothing of regression or curve fitting and was first considering the issue, the question I asked was, if we are trying to fit to the given data, why not have the line as close as possible to each of the points on the scatter diagram, just as in the quite good picture at [0]!! Gee, value of ignorance!! Again I believe we are trying to make too much out of regression. Or, maybe, if somehow we DO have causes, we really know they are the real causes, and we have some data, good data, and the data likely satisfies the usual assumptions as in the reference I gave to Rao, THEN, maybe, on a good day, with luck, do the regression calculations, t-tests, the F-ratio, get the confidence intervals on the coefficients and the predicted values, etc. and if all that looks solid, then take it seriously. Here, however, KNOW the independent variables, all of them, KNOW that they are the causes, and don't need controls, etc. and are not fishing for the variables, we are not trying to have statistics tell us about causes, ..., then maybe okay. But, sure, if there really are causes and if we really do have variables that do well measuring those causes, then maybe in the regression the variables that are candidates as causes will become fairly obvious.