Have you read Factfulness, by Hans Rosling? One of the biases he claims makes us have a distorted view of the world is our tendency to put things on a line.
I always thought linear regression was a lie. It took me forever to validate that I am not the only one ;-) https://en.wikipedia.org/wiki/Errors-in-variables_models …
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Recursive Total Least Squares is a less truthless alternative: https://pdfs.semanticscholar.org/f21d/8ee280fc3686c65395663661d711f6f880fa.pdf …
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I completely agree, but I add the underlying problem here is dimension reduction. We’re in the end correlating two projections of a n-dimensional model to come up with a linear relation that may never exist
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