On Thu, 11 Dec 2003, dauphasuser wrote:
> I have measurements with uncorrelated uncertainties on both axes. I
> would like to get the uncertainties on the intercept and the slope of
> the weighted linear regression model taking into account the
> uncertainties of the measurements. Is these any way to do that in R?
Yes, but
- this is not bivariate linear regression and
- either weighted linear regression is biased.
Perhaps the best approach is to fit a functional relationship model. I
would need to know a bit more -- you say `weighted' so do the standard
errors (`uncertainties') vary by point, for example?
Perhaps rather than (mis)use terminology you could explain in
non-technical language the problem you are trying to solve?
--
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595