Where do you draw the line that best fits the data? Your naked eye (a valuable tool) might suggest the dashed line in Figure 2b. Mathematically, the criterion that has been adopted for “best” is the line that minimizes the sum of squared vertical differences between the line and each observation in Figure 2b, hence least squares. (The need for squaring each distance is that there are many lines you could draw through the center of the data points, and for these the unsquared positive and negative distances from the line would cancel, so it would be difficult to choose the best among them.)