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@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. David Winsemius Alameda, CA, USA ______________________________________________ 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.