I hope this helps,
John
---
John Fox
Senator McMaster Professor of Social Statistics
Department of Sociology
McMaster University
Hamilton, Ontario, Canada
> -Original Message-----
> From: r-help-boun...@r-project.org [mailto:r-help-bounces@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 proble
Hello,
Like you say, apparently R doesn't have models for error in variables.
But R packages might have.
library(sos)
findFn('errors-in-variables')
Some look promising. Hope you find something.
Rui Barradas
Em 02-03-2013 21:55, Cedric Sodhi escreveu:
Perhaps it would have been clearer that t
Based on your comments in the (not-a-)bug report, I *think* this might help:
quanttrader.info/public/betterHedgeRatios.pdf
or more generally, the idea of total least squares regression.
Cheers,
MW
On Sat, Mar 2, 2013 at 9:55 PM, Cedric Sodhi wrote:
> Perhaps it would have been clearer that thi
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 var
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)
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 furth
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