I am looking for a reference on the topic of orthogonal regression. I am new to the idea as I never had to use it before, I was even ignorant of its existence. Now, nevertheless, I am working with variables that are measured with error and from what little I know the method deals exactly with that. The symmetry between the predictor and the response is also appealing.

The book needs not be solely about orthogonal regression, for instance it can be a book on applied regression analysis in general, but it has to explain really well in a not overly mathematical way. Since I am a beginner, it is important at this point to understand the motivation and the reasons the traditional least squares regression is not appropriate. I would also like to see the method used in examples.

You may assume that I have basic knowledge of calculus, linear algebra and probability theory. All help is greatly appreciated, thank you.

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    $\begingroup$ Check this post from Giles' blog, davegiles.blogspot.gr/2014/11/… $\endgroup$ – Alecos Papadopoulos Sep 27 '15 at 15:08
  • $\begingroup$ @AlecosPapadopoulos Good one, thanks. I am also hoping for a more formal introduction, however. $\endgroup$ – JohnK Sep 27 '15 at 15:40

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