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orgthogonal
2008 Dec 01
1
linear functional relationships with heteroscedastic & non-Gaussian errors - any packages around?
...g to do this
as carefully as I can. At the moment I am carrying out a Monte Carlo
estimation, sampling from each PDF(x_i) and PDF(y_i) and using a
orthogonal linear fit for each realisation but that is not very
satisfactory as it leads to different linear relationships depending
on whether I do the orhtogonal fit on x or y (as the errors on X & Y
are quite different using the covariance matrix isn't all that useful
either)
Does anybody know of code in R to do this kind of fitting in a
Bayesian framework? My concern isn't so much on getting _the_ best
slope estimate but rather to have a good...