Message-ID: <OF9FEA5940.71E2AF5D-ON802575AF.0058463E-802575AF.005909CB@justice.ie>
Date: 2009-05-07T16:12:32Z
From: Gerard M. Keogh
Subject: Linear least squares fit with errors in both x and y values.
In-Reply-To: <4A02EDEF.8090501@astro.livjm.ac.uk>
James,
look up "errors in variables" models or "instrumental variable" models in
econometrics.
The statistics alternative is a "random effects" or "mixed effects" model
which plugs the variation in the x's into a randomly varying parameter -
these are available in R (?lmer or glmm - I think).
Someone on the list much more knowledgeable than I about these will be able
to give you some help if you ask a good question.
Gerard
James Allsopp
<jamesaallsopp at go
oglemail.com> To
Sent by: r-help at r-project.org
r-help-bounces at r- cc
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Subject
[R] Linear least squares fit with
07/05/2009 15:19 errors in both x and y values.
HI,
I'd like to perform a weighted linear least squares fit with R on data
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?
Thanks,
James
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