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Editorial Team
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Asked: 2026-05-16T22:36:46+00:00

Yesterday I worked up an example of the difference between Ordinary Least Squares (OLS)

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Yesterday I worked up an example of the difference between Ordinary Least Squares (OLS) vs. Principal Components Analysis (PCA). For that illustration I wanted to show the errors minimized by OLS and PCA so I plotted the actuals, the predicted line and then I manually (with GIMP) drew in a drop line to illustrate a couple of the error terms. How can I code the creation of the error lines in R? Here’s the code I used for my example:

set.seed(2)
x <- 1:100

y <- 20 + 3 * x
e <- rnorm(100, 0, 60)
y <- 20 + 3 * x + e

plot(x,y)
yx.lm <- lm(y ~ x)
lines(x, predict(yx.lm), col="red")

Then I manually added the yellow lines to produce the following:

alt text

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1 Answer

  1. Editorial Team

    ?segments

    I’d provide an example, but I’m pretty busy today and it’s not that complicated to pick the points. 😉

    Okay, so I’m not that busy…

    n=58; segments(x[n],y[n],x[n],predict(yx.lm)[n])
n=65; segments(x[n],y[n],x[n],predict(yx.lm)[n])
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