Assume that the available data (yi, xi) are measured observations of the "true" values (yi*, xi*), which lie on the regression line:
where errors ε and η are independent and the ratio of their variances is assumed to be known:
In practice, the variances of the x {\displaystyle x} and y {\displaystyle y} parameters are often unknown, which complicates the estimate of δ {\displaystyle \delta } . Note that when the measurement method for x {\displaystyle x} and y {\displaystyle y} is the same, these variances are likely to be equal, so δ = 1 {\displaystyle \delta =1} for this case.
We seek to find the line of "best fit"
such that the weighted sum of squared residuals of the model is minimized:3
See Jensen (2007) for a full derivation.
The solution can be expressed in terms of the second-degree sample moments. That is, we first calculate the following quantities (all sums go from i = 1 to n):
Finally, the least-squares estimates of model's parameters will be4
For the case of equal error variances, i.e., when δ = 1 {\displaystyle \delta =1} , Deming regression becomes orthogonal regression: it minimizes the sum of squared perpendicular distances from the data points to the regression line. In this case, denote each observation as a point z j = x j + i y j {\displaystyle z_{j}=x_{j}+iy_{j}} in the complex plane (i.e., the point ( x j , y j ) {\displaystyle (x_{j},y_{j})} where i {\displaystyle i} is the imaginary unit). Denote as S = ∑ ( z j − z ¯ ) 2 {\displaystyle S=\sum {(z_{j}-{\overline {z}})^{2}}} the sum of the squared differences of the data points from the centroid z ¯ = 1 n ∑ z j {\displaystyle {\overline {z}}={\tfrac {1}{n}}\sum z_{j}} (also denoted in complex coordinates), which is the point whose horizontal and vertical locations are the averages of those of the data points. Then:5
A trigonometric representation of the orthogonal regression line was given by Coolidge in 1913.6
In the case of three non-collinear points in the plane, the triangle with these points as its vertices has a unique Steiner inellipse that is tangent to the triangle's sides at their midpoints. The major axis of this ellipse falls on the orthogonal regression line for the three vertices.7 The quantification of a biological cell's intrinsic cellular noise can be quantified upon applying Deming regression to the observed behavior of a two reporter synthetic biological circuit.8
When humans are asked to draw a linear regression on a scatterplot by guessing, their answers are closer to orthogonal regression than to ordinary least squares regression.9
The York regression extends Deming regression by allowing correlated errors in x and y.10
Linnet 1993. - Linnet, K. (1993). "Evaluation of regression procedures for method comparison studies". Clinical Chemistry. 39 (3): 424–432. doi:10.1093/clinchem/39.3.424. PMID 8448852. http://www.clinchem.org/cgi/reprint/39/3/424 ↩
Cornbleet & Gochman 1979. - Cornbleet, P.J.; Gochman, N. (1979). "Incorrect Least–Squares Regression Coefficients". Clinical Chemistry. 25 (3): 432–438. doi:10.1093/clinchem/25.3.432. PMID 262186. https://doi.org/10.1093%2Fclinchem%2F25.3.432 ↩
Fuller 1987, Ch. 1.3.3. - Fuller, Wayne A. (1987). Measurement error models. John Wiley & Sons, Inc. ISBN 0-471-86187-1. ↩
Glaister 2001. - Glaister, P. (2001). "Least squares revisited". The Mathematical Gazette. 85: 104–107. doi:10.2307/3620485. JSTOR 3620485. S2CID 125949467. https://doi.org/10.2307%2F3620485 ↩
Minda & Phelps 2008, Theorem 2.3. - Minda, D.; Phelps, S. (2008). "Triangles, ellipses, and cubic polynomials". American Mathematical Monthly. 115 (8): 679–689. doi:10.1080/00029890.2008.11920581. MR 2456092. S2CID 15049234. https://doi.org/10.1080%2F00029890.2008.11920581 ↩
Coolidge 1913. - Coolidge, J. L. (1913). "Two geometrical applications of the mathematics of least squares". The American Mathematical Monthly. 20 (6): 187–190. doi:10.2307/2973072. JSTOR 2973072. https://doi.org/10.2307%2F2973072 ↩
Minda & Phelps 2008, Corollary 2.4. - Minda, D.; Phelps, S. (2008). "Triangles, ellipses, and cubic polynomials". American Mathematical Monthly. 115 (8): 679–689. doi:10.1080/00029890.2008.11920581. MR 2456092. S2CID 15049234. https://doi.org/10.1080%2F00029890.2008.11920581 ↩
Quarton 2020. - Quarton, T. G. (2020). "Uncoupling gene expression noise along the central dogma using genome engineered human cell lines". Nucleic Acids Research. 48 (16): 9406–9413. doi:10.1093/nar/gkaa668. PMC 7498316. PMID 32810265. https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7498316 ↩
Ciccione, Lorenzo; Dehaene, Stanislas (August 2021). "Can humans perform mental regression on a graph? Accuracy and bias in the perception of scatterplots". Cognitive Psychology. 128: 101406. doi:10.1016/j.cogpsych.2021.101406. /wiki/Doi_(identifier) ↩
York, D., Evensen, N. M., Martınez, M. L., and Delgado, J. D. B.: Unified equations for the slope, intercept, and standard errors of the best straight line, Am. J. Phys., 72, 367–375, https://doi.org/10.1119/1.1632486, 2004. https://doi.org/10.1119/1.1632486 ↩