Least-squares regression produces a straight line that "fits" the data in the scatter plot
better than any other possible line.

Question

Quizplus · Accepted Answer

Least-squares regression finds the line that minimizes the sum of the squared distances between the line and the data points, so it will always produce the line that best fits the data in terms of minimizing the vertical distances between the predicted values and the actual data points.

Least-Squares Regression Produces a Straight Line That "Fits" the Data