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There are two regression lines if there are two variables - one line for the regression of the first variable on the second and another line for the regression of the second variable on the first. If there are n variables you can have n*(n-1) regression lines.

With the least squares method, the first of two line focuses on the vertical distance between the points and the regression line whereas the second focuses on the horizontal distances.

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Q: Why are there two regression lines?
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