Hi Bill, >> Since x, y,and z all have measurement errors attached, the proper way >> to do the fit is with principal components analysis, and to use the >> first component (called loadings in princomp output).
The easiest way for you to do this is to use the pcr [principal component regression] function in the pls package. Be aware that unless you fit all components you will be carrying out a form of penalized regression. A small example follows (assumes that you have installed the pls package): ## lm.mod <- lm(Ozone ~ Solar.R + Wind + Month, data=airquality) pc.mod <- pcr(Ozone ~ Solar.R + Wind + Month, data=airquality) lm.mod coef(pc.mod, intercept = TRUE) coef(pc.mod, ncomp=1, intercept = TRUE) coef(pc.mod, ncomp=3, intercept = TRUE) Regards, Mark. William Simpson-2 wrote: > > I want to fit something like: > z = b0 + b1*x + b2*y > > Since x, y,and z all have measurement errors attached, the proper way > to do the fit is with principal components analysis, and to use the > first component (called loadings in princomp output). > > My dumb question is: how do I convert the princomp output to equation > coefficients in the format above? > > I guess another dumb question would be: how about getting the standard > deviations of b0, b1, b2? > > Thanks very much for any help. > > Bill > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/convert-princomp-output-to-equation-for-plane--tp19182643p19197360.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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.