R help - May 2009 - Linear least squares fit with errors in both x and y values.

HI,
I'd like to perform a weighted linear least squares fit with R on data 
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?

Thanks,
James

Hi,
I'd like to perform a weighted linear least squares fit with R on data
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?

I'm also trying to plot these errors on a graph. Again I can see how to
do it for one set of data but not the other.

Thanks,
James

James,

look up "errors in variables" models or "instrumental
variable" models in
econometrics.

The statistics alternative is a "random effects" or "mixed
effects" model
which plugs the variation in the x's into a randomly varying parameter -
these are available in R (?lmer or glmm - I think).
Someone on the list much more knowledgeable than I about these will be able
to give you some help if you ask a good question.

Gerard



                                                                           
             James Allsopp                                                 
             <jamesaallsopp at go
             oglemail.com>                                              To 
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                                                                   Subject 
                                       [R] Linear least squares fit with   
             07/05/2009 15:19          errors in both x and y values.      
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           
                                                                           




HI,
I'd like to perform a weighted linear least squares fit with R on data
with varying errors on both vectors. I can do this with one axis using
lm, but have no idea where to go from here. I've tried googling, but no
idea. Any suggestions?

Thanks,
James

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