Mathematics I / Correlation and Regression
Practice question · Fill in the blanks

Complete the definition of the least squares criterion.

Least squares chooses the line that minimises ______.

Word bank: the sum of the squared vertical distances from the points to the line · the sum of the slopes of all the data points · the number of points lying above the line · the horizontal distance from each point to the y-axis

Hints
  1. The quantity being minimised is built from residuals.
  2. Squaring stops positive and negative residuals from cancelling.
Show the answer

Least squares chooses the line that minimises the sum of the squared vertical distances from the points to the line.

Why

The residuals are vertical gaps, and squaring them prevents cancellation while penalising large misses heavily. That squaring is also why a single outlier can drag a regression line noticeably out of position.

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