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Linear Regression - Least Squares Line

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"The linear regression line is sometimes called the least squares line. Why?"

What is the idea of "least squares"?

What is the connection between "least squares" and linear regression?

Could "least squares" and regression be generalized to more complicated cases than lines?

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Solution Summary

This solution answers 4 questions pertaining to linear regression, addressing least squares, regression

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Linear Regression attempts to fit a line of best fit between given x and y data values. The term 'best fit' gives the idea of least squares. Because a straight line cannot be made to pass through several data points that are not collinear, there is bound to be some error. ...

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