logoalt Hacker News

stdbrouwlast Monday at 8:18 AM0 repliesview on HN

(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.