R help - Mar 2013 - Errors-In-Variables in R

In reference to [1], how would you solve the following regression
problem:

Given observations (X_i,Y_i) with known respective error distributions
(e_X_i,e_Y_i) (say, 0-mean Gaussian with known STD), find the parameters
a and b which maximize the Likelihood of

Y = a*X + b

Taking the example further, how many of the very simplified assumptions
from the above example can be lifted or eased and R still has a method
for finding an errors-in-variables fit?

There's a no homework policy in R-help.

Rui Barradas

Em 02-03-2013 18:28, Cedric Sodhi escreveu:
> In reference to [1], how would you solve the following regression
> problem:
>
> Given observations (X_i,Y_i) with known respective error distributions
> (e_X_i,e_Y_i) (say, 0-mean Gaussian with known STD), find the parameters
> a and b which maximize the Likelihood of
>
> Y = a*X + b
>
> Taking the example further, how many of the very simplified assumptions
> from the above example can be lifted or eased and R still has a method
> for finding an errors-in-variables fit?
>
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