[R] standard errors for orthogonal linear regression

[davidr@rhotrading.com]

Could someone please help me by giving me a reference to how one computes standard errors for the coefficients in an orthogonal linear regression, or perhaps someone has some R code? (I would accept a derivation or formula, but as a former teacher, I know how that can rankle.) I tried to imitate what's done in the code for lm() but went astray somewhere and got nonsense.

(This type of modeling goes by several names: total least squares, errors in variables, orthogonal distance regression (ODR), depending on where you are coming from.)

I have found ODRpack, but I haven't yet plowed through the Fortran to see if what I need is there; I'm working on it....
Thanks!

David L. Reiner
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Rho Trading
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