Is there a package that does an EiV regression that uses the reliability of the
measures which are provided by the user? I've searched
RSiteSearch("error in variable regression")
As well as various permutations of these terms in google.
Though I say this with some trepidation, I am looking for a procedure that is
similar to what Stata's eivreg does.
I have written functions that implement these methods for linear regression
where the predictor variables are measured with error, but am looking to unit
test my output with other packages.
Thanks,
Harold
[[alternative HTML version deleted]]