R help - Jun 2009 - Linear Models: Explanatory variables with uncertainties

One of the assumptions, on which the (General) Linear Modelling is
based is that the response variable is measured with some
uncertainties (or weighted), but the explanatory variables are fixed.
Is it possible to extend the model by assigning the weights to the
explanatory variables as well? Is there a package for doing such a
model fit?

Thanks

Probably you are looking for EIV (errors-in-variables) or ME 
(measurement errors) models.

"simex" is a possible package which needs to know the error variance..
Also RSiteSearch() may be helpful..

hope this helps,
vito


kpal ha scritto:
> One of the assumptions, on which the (General) Linear Modelling is
> based is that the response variable is measured with some
> uncertainties (or weighted), but the explanatory variables are fixed.
> Is it possible to extend the model by assigning the weights to the
> explanatory variables as well? Is there a package for doing such a
> model fit?
> 
> Thanks
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
-- 
===================================Vito M.R. Muggeo
Dip.to Sc Statist e Matem `Vianelli'
Universit? di Palermo
viale delle Scienze, edificio 13
90128 Palermo - ITALY
tel: 091 6626240
fax: 091 485726/485612
http://dssm.unipa.it/vmuggeo