Choosing right statistics,regression method

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Milentije
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I have a crooked line of data points,want to project data on the straight line.If I go standard least-square method,some of the points change their position to each other,this is not want I a want.Anyone has idea about regresion methods or some other statistics,except classical y=bx+c.
 
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Hey Milentije.

What do you mean by change their position to each other? Can you describe this (or perhaps provide a picture)?