Divide comments on Even if you have a nail, not all hammers are the same - Less Wrong
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For anyone interested, here is a decent algorithm for getting the "correct" number of lines in your linear regression.
http://www.cs.princeton.edu/~wayne/kleinberg-tardos/06dynamic-programming-2x2.pdf
Pages 5 and 6.
Ouch. Comic Sans.
Good cookbook, though.