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A technique to estimate parameters $\beta$ of the linear model $Y=X\beta$ when both $Y$ and $X$ are subject to measurement error. Includes Orthogonal and Deming regression as special cases.

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Total least square intuition

I have yet to find a good intuitive explanation of TLS. Online resources tend to focus on the vertical vs. perpendicular square error pictures (I don't need to see perpendicular lines to understand wh …
Robert Kubrick's user avatar