Errors-In-Variables in R
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