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

[James Allsopp]

Found an answer here, don't know if anyone's implemented it for R though.
www.iop.org/EJ/article/0022-3735/22/4/002/jev22i4p215.pdf

James

Gerard M. Keogh wrote:
> 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                                                 
>              <jamesaallsopp at go                                             
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>                                                                    Subject 
>                                        [R] Linear least squares fit with   
>              07/05/2009 15:19          errors in both x and y values.      
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> 
> 
> 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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