R help - Jan 2010 - linear models with variance in dependent and independent variables

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: julian@hafro.is, jmburgos@uw.edu

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