Comment on Why does a least squares fit appear to have a bias when applied to simple data?parentComments−MontyCarloHall8moThey both fit Gaussians, just different ones! OLS fits a 1D Gaussian to the set of errors in the y coordinates only, whereas TLS (PCA) fits a 2D Gaussian to the set of all (x,y) pairs.−ryang27188moWell, that was a knowledge gap, thank you! I certainly need to review PCA but python makes it a bit too easy.
Comments
They both fit Gaussians, just different ones! OLS fits a 1D Gaussian to the set of errors in the y coordinates only, whereas TLS (PCA) fits a 2D Gaussian to the set of all (x,y) pairs.
Well, that was a knowledge gap, thank you! I certainly need to review PCA but python makes it a bit too easy.