Orthogonal Distance Regression in Python
Linear regression is often used to estimate the relationship between two variables – basically by drawing the ‘line of best fit’ on a graph. The mathematical method that is used for this is known as Least Squares, and aims to minimise the sum of the squared error for each point.Â The key question here isÂ how do you calculate the error (also known as the residual) for each point?
In standard linear regression, the aim is to predict the the Y value from the X value – so the sensible thing to do is to calculate the error in the Y values (shown as the gray lines in the image below). However, sometimes it’s more sensible to take into account the error inÂ both X and Y (as shown by the dotted red lines in the image below) – for example, when you know that your measurements of X are uncertain, or when you don’t want to focus on the errors of one variable over another.
Â Orthogonal Distance Regression (ODR) is a method that can do this (orthogonal in this context means perpendicular – so it calculates errors perpendicular to the line, rather than just ‘vertically’). Unfortunately, it’s a lot more complicated to implement than standard linear regression, but fortunately there is some lovely Fortran code called ODRPACK that does it for us. Even more fortunately, the lovely scipy people have wrapped this Fortran code in the scipy.odr Python module.
However, because of the complexity of the underlying method, using the scipy.odr module is a lot harder than the simple scipy.stats.linregress function – so I’ve written some code to make it easier. The code below provides a function, orthoregress, which implements ODR and behaves in exactly the same way as the linregress function. For more information, see the ODRPACK User Guide, and the scipy.odr documentation.