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
vito muggeo
2009-Jun-15 14:48 UTC
[R] Linear Models: Explanatory variables with uncertainties
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