Dear list,
I need to fit a multiple regression in which individual data point in the
independent and the dependent variables have an associated variance or
standard deviation. To make things clear, instead of having just a table of
dependent (X) and independent (Y1, Y2) variable values like this:
X Y1 Y2
2.2 3.4 4.5
4.1 2.6 5.2
7.4 1.4 4.6
....
I have a table in which each value has an associated standard deviation:
X Y1 Y2
2.2 (0.31) 3.4 (0.45) 4.5 (0.21)
4.1 (0.28) 2.6 (0.23) 5.2 (0.54)
7.4 (0.45) 1.4 (0.63) 4.6 (0.37)
What would be the best way to fit a multiple regression taking into account
the variance of the individual values of the independent and dependent
variables? Any references to methods or R packages will be greatly welcomed.
Julian
--
Julian Mariano Burgos
Hafrannsóknastofnunin/Marine Research Institute
Skúlagata 4, 121 Reykjavík, Iceland
Sími/Telephone : +354-5752037
Bréfsími/Telefax: +354-5752001
Netfang/Email: jul...@hafro.is, jmbur...@uw.edu
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