logoalt Hacker News

CGMthrowawaylast Monday at 1:40 AM1 replyview on HN

So when fitting a trend, e.g. for data analytics, should we use eigenvector of the PCA instead of linear regression?


Replies

stdbrouwlast Monday at 8:18 AM

(Generalized) linear models have a straightforward probabilistic interpretation -- E(Y|X) -- which I don't think is true of total least squares. So it's more of an engineering solution to the problem, and in statistics you'd be more likely to go for other methods such as regression calibration to deal with measurement error in the independent variables.