[R] regression with uncertainty in both variables

[Matthew Wiener]

Hi, all.

I'm trying to use some linear regression models in which both the
dependent and independent variables are measured with some error.  To
make things worse, while the errors in the dependent variable are uniform,
the errors in the independent (or explanatory, or "x") variables can be
heteroskedastic.  I've been looking at the book _Measurement Error Models_
by Fuller (1987).  I'm wondering whether anybody knows any other
references on the subject, and whether anyone has written S or R code that
handles these kinds of problems.  (As far as I can tell, the usual lm and
glm functions don't; if I'm wrong, that's great.)

Thanks for any pointers.

Matt Wiener
Laboratory of Neuropsychology
NIMH, NIH
Bethesda, MD
USA

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