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total_least_squares
2010 Feb 10
2
Total least squares linear regression
Dear all,
After a thorough research, I still find myself unable to find a function
that does linear regression of 2 vectors of data using the "total least
squares", also called "orthogonal regression" (see :
http://en.wikipedia.org/wiki/Total_least_squares) instead of the
"ordinary least squares" method. Indeed, the "lm" function has a
"method" argument but the manual says that there is only one option so far.
However, since the samples I am studying have the type of relationship
that requires orthogonal regression,...