[R] Errors-In-Variables in R

[David Winsemius]

On Mar 2, 2013, at 1:55 PM, Cedric Sodhi wrote:

> Perhaps it would have been clearer that this is no homework if I
> hadn't forgotten to say what [1] is. Sorry for that.
> 
> [1] https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15225
> 
> (This is no homework but genuinely adresses the problem that R to my
> knowledge does not have models for error in variables)
> 

In addition to searching for "errors in variables" you should also be searching for "deming regression", 'orthogonal regression", "total least squares regression", and "measurement error models"

Here are a few links to get you started:


http://markmail.org/message/4mo62jqfyudrchzi?q=list:org%2Er-project%2Er-help+deming+orthogonal
http://markmail.org/message/htlptlcccunsd5mm?q=list:org%2Er-project%2Er-help+deming+orthogonal
http://markmail.org/message/zhogz6337m3ofl7d?q=list:org%2Er-project%2Er-help+deming+orthogonal

-- 
David.

> 
> On Sat, Mar 02, 2013 at 09:34:21PM +0000, Rui Barradas wrote:
>> There's a no homework policy in R-help.
>> 
>> Rui Barradas
>> 
>> Em 02-03-2013 18:28, Cedric Sodhi escreveu:
>>> In reference to [1], how would you solve the following regression
>>> problem:
>>> 
>>> Given observations (X_i,Y_i) with known respective error distributions
>>> (e_X_i,e_Y_i) (say, 0-mean Gaussian with known STD), find the parameters
>>> a and b which maximize the Likelihood of
>>> 
>>> Y = a*X + b
>>> 
>>> Taking the example further, how many of the very simplified assumptions
>>> from the above example can be lifted or eased and R still has a method
>>> for finding an errors-in-variables fit?
>>> 
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>> 
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

David Winsemius
Alameda, CA, USA