I believe there was a fairly recent exchange (within the last 6 months) about linear measurement error models/error-in-variable models/Deming regression/total least squares/orthogonal regression. Terry Therneau provided code for an R function that can estimate such models:
http://www.mail-archive.com/r-help@r-project.org/msg85070.html If your knowledge of Fortran is up to the task, there is a Netlib package called ODRpack that can fit such models. Kind of surprising that no one has not written a R wrapper for this library (yet). Christos ---------------------------------------- > Date: Sat, 7 Aug 2010 11:21:01 -0400 > From: carrieands...@gmail.com > To: R-help@r-project.org > Subject: [R] package for measurement error models > > Hi,all, > > I posted this question couple of days again, but haven't gotten any answers > back. I would like to post it again, and if you have any ideas, please let > me know. Any helps and suggestions are very much appreciated. > > The problem is about linear regression with both y and x have measurement, > and the variance of errors are heterogeneous. The estimated regression > coefficient and its variance are of interest. Is any R package doing this > task ? > > Thank you > > Carrie-- > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@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@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.