R help - Apr 2005 - standard errors for orthogonal linear regression

Could someone please help me by giving me a reference to how one computes
standard errors for the coefficients in an orthogonal linear regression, or
perhaps someone has some R code? (I would accept a derivation or formula, but as
a former teacher, I know how that can rankle.) I tried to imitate what's
done in the code for lm() but went astray somewhere and got nonsense.

(This type of modeling goes by several names: total least squares, errors in
variables, orthogonal distance regression (ODR), depending on where you are
coming from.)

I have found ODRpack, but I haven't yet plowed through the Fortran to see if
what I need is there; I'm working on it....
Thanks!

David L. Reiner
??
Rho Trading
440 S. LaSalle St -- Suite 620
Chicago?? IL?? 60605
??
312-362-4963 (voice)
312-362-4941 (fax)
??

Wayne Fuller's Measurement Error Models is a good reference.

url:    www.econ.uiuc.edu/~roger                Roger Koenker
email   rkoenker at uiuc.edu                       Department of Economics
vox:    217-333-4558                            University of Illinois
fax:    217-244-6678                            Champaign, IL 61820

On Apr 28, 2005, at 1:19 PM, <davidr at rhotrading.com> wrote:
> Could someone please help me by giving me a reference to how one 
> computes standard errors for the coefficients in an orthogonal linear 
> regression, or perhaps someone has some R code? (I would accept a 
> derivation or formula, but as a former teacher, I know how that can 
> rankle.) I tried to imitate what's done in the code for lm() but went 
> astray somewhere and got nonsense.
>
> (This type of modeling goes by several names: total least squares, 
> errors in variables, orthogonal distance regression (ODR), depending 
> on where you are coming from.)
>
> I have found ODRpack, but I haven't yet plowed through the Fortran to 
> see if what I need is there; I'm working on it....
> Thanks!
>
> David L. Reiner
> ??
> Rho Trading
> 440 S. LaSalle St -- Suite 620
> Chicago?? IL?? 60605
> ??
> 312-362-4963 (voice)
> 312-362-4941 (fax)
> ??
>
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