[R] Errors in Variables

Eric-Olivier Le Bigot
Sat, 28 May 2005 16:12:40 -0000

I'm interested in this "2D line fitting" too!  I've been
looking, without
success, in the list of R packages.

It might be possible to implement quite easily some of the formalism that you
can find in Numerical Recipes (Fortran 77, 2nd ed.), paragraph 15.3.  As a
matter of fact, I did this in R but only for a model of the form y ~ x (with
a given covariance matrix between x and y).  I can send you the R code
(preliminary version: I wrote it yesterday), if you want.

Another interesting reference might be Am. J. Phys. 60, p. 66 (1992).  But,
again, you would have to implement things by yourself.

All the best,

EOL

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Dr. Eric-Olivier LE BIGOT (EOL)                CNRS Associate Researcher
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On Wed, 25 May 2005, Jacob van Wyk wrote:

> I hope somebody can help.
> A student of mine is doing a study on Measurement Error models
> (errors-in-variables, total least squares, etc.). I have an old
> reference to a "multi archive"  that contains
> leiv3: Programs for best line fitting with errors in both coordinates.
> (The date is October 1989, by B.D. Ripley et al.)
> I have done a search for something similar in R withour success. Has
> this been implemented in a R-package, possibly under some sort of
> assumptions about variances. I would lke my student to apply some
> regression techniques to data that fit this profile.
> Any help is much appreciated.
> (If I have not done my search more carefully - my apologies.)
> Thanks
> Jacob
>
>
> Jacob L van Wyk
> Department of Mathematics and Statistics
> University of Johannesburg APK
> P O Box 524
> Auckland Park 2006
> South Africa
> Tel: +27-11-489-3080
> Fax: +27-11-489-2832
>
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