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From: Scott Seidman <namdiesttocs@mindspring.com>
Newsgroups: comp.soft-sys.matlab
Subject: Re: linear regression - inconsistent results
Date: 6 Nov 2008 23:36:33 GMT
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"Ken Campbell" <campbeks@gmail.com> wrote in
news:gevq1m$g80$1@fred.mathworks.com: 

> In addition to the points made by Steve, note that regression
> minimizes 
> 
> sum((y_data-y_predicition).^2)
> 
> which doesn't have to be the same as
> 
> sum((x_data-x_prediction).^2)
> 
> so transposing your data and repeating the fit won't normally give
> related regression parameters. 
> 
> Ken
> 

Exactly.  The independent variable is called the independent variable for 
a reason.  you know that this isn't where your errors are.  If you have 
two variables with errors, the correct optimization is an orthogonal 
regression, or an "error in variables" model.

-- 
Scott
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