[R] Linear least squares fit with errors in both x and y values.

[Gerard M. Keogh]

James,

look up "errors in variables" models or "instrumental variable" models in
econometrics.

The statistics alternative is a "random effects" or "mixed effects" model
which plugs the variation in the x's into a randomly varying parameter -
these are available in R (?lmer or glmm - I think).
Someone on the list much more knowledgeable than I about these will be able
to give you some help if you ask a good question.

Gerard



                                                                           
             James Allsopp                                                 
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                                       [R] Linear least squares fit with   
             07/05/2009 15:19          errors in both x and y values.      
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




HI,
I'd like to perform a weighted linear least squares fit with R on data
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?

Thanks,
James

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