Abstract
In McCartin (2003), the geometric characterization of linear regression in terms of the ‘concentration ellipse’ by Galton (1886) and Pearson (1901) was extended to the case of unequal variances of the presumably uncorrelated errors in the experimental data. In this article, this geometric characterization is further extended to include experimental data with correlated errors.
Acknowledgements
The author thanks Mrs. Barbara McCartin for her assistance in the production of this article.