least squares method


least squares method

Statistical method for finding a line or curve—the line of best fit—that best represents a correspondence between two measured quantities (e.g., height and weight of a group of college students). When the measurements are plotted as points on a graph and seem to fall near the same line, the least squares method may be used to determine the best-fitting line. The method uses calculus techniques to find the minimum of the sum of the squares of the vertical distances of each data point from the proposed line. More generally, the process is called regression or, when the fitted curve is a line, linear regression.

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