An iterative procedure for perpendicular offsets linear least squares fitting with extension to multiple linear regression

摘要

This work presents an iterative method to obtain the perpendicular offsets linear least squares regression of a set of points (xi, yi) using a sequence of vertical offset linear least squares regressions. Using a similar approach, the method is then extended to set of points (xi, yi, zi). The method can be further extended to arbitrary n-dimensional space.