[R] Errors in Variables

John Fox jfox at mcmaster.ca
Sun May 29 15:03:29 CEST 2005 

Dear Spencer,

The reason that I didn't respond to the original posting (I'm the author of
the sem package), that that without additional information (such as the
error variance of x), a model with error in both x and y will be
underidentified (unless there are multiple indicators of x, which didn't
seem to be the case here). I figured that what Jacob had in mind was
something like minimizing the least (orthogonal) distance of the points to
the regression line (implying by the way that x and y are on the same scale
or somehow standardized), which isn't doable with sem as far as I'm aware.

Regards,
 John

--------------------------------
John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
-------------------------------- 

> -----Original Message-----
> From: r-help-bounces at stat.math.ethz.ch 
> [mailto:r-help-bounces at stat.math.ethz.ch] On Behalf Of Spencer Graves
> Sent: Saturday, May 28, 2005 4:47 PM
> To: Eric-Olivier Le Bigot
> Cc: r-help at stat.math.ethz.ch; Jacob van Wyk
> Subject: Re: [R] Errors in Variables
> 
> 	  I'm sorry, I have not followed this thread, but I 
> wonder if you have considered library(sem), "structural 
> equations modeling"?  "Errors in variables" problems are the 
> canonical special case.
> 
> 	  Also, have you done a search of "www.r-project.org" 
> -> search -> "R site search" for terms like "errors in 
> variables regression"?  This just led me to "ODRpack", which 
> is NOT a CRAN package but is apparently available after a 
> Google search.  If it were my problem, I'd first try to 
> figure out "sem";  if that seemed too difficult, I might then 
> look at "ODRpack".
> 
> 	  Also, have you read the posting guide! 
> http://www.R-project.org/posting-guide.html?  This suggests, 
> among other things, that you provide a toy example that a 
> potential respondant could easily copy from your email, test 
> a few modifications, and prase a reply in a minute or so.  
> This also helps clarify your question so any respondants are 
> more likely to suggest something that is actually useful to 
> you.  Moreover, many people have reported that they were able 
> to answer their own question in the course of preparing a 
> question for this list using the posting guide.
> 
> 	  hope this helps.  spencer graves
> 
> Eric-Olivier Le Bigot wrote:
> 
> > I'm interested in this "2D line fitting" too!  I've been looking, 
> > without success, in the list of R packages.
> > 
> > It might be possible to implement quite easily some of the 
> formalism 
> > that you can find in Numerical Recipes (Fortran 77, 2nd ed.), 
> > paragraph 15.3.  As a matter of fact, I did this in R but 
> only for a 
> > model of the form y ~ x (with a given covariance matrix 
> between x and 
> > y).  I can send you the R code (preliminary version: I 
> wrote it yesterday), if you want.
> > 
> > Another interesting reference might be Am. J. Phys. 60, p. 
> 66 (1992).  
> > But, again, you would have to implement things by yourself.
> > 
> > All the best,
> > 
> > EOL
> > 
> > -- 
> > Dr. Eric-Olivier LE BIGOT (EOL)                CNRS 
> Associate Researcher
> > 
> ~~~o~o~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> ~~~~o~o~~~
> > Kastler Brossel Laboratory (LKB)                   
> http://www.lkb.ens.fr
> > Université P. & M. Curie and Ecole Normale Supérieure, Case 74
> > 4 place Jussieu              75252 Paris CEDEX 05           
>       France
> > 
> ~~~o~o~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
> ~~~~o~o~~~
> > office  : 01 44 27 73 67                             fax: 
> 01 44 27 38 45
> > ECR room: 01 44 27 47 12                      x-ray room: 
> 01 44 27 63 00
> > home: 01 73 74 61 87      For int'l calls: 33 + number 
> without leading 0
> > 
> > 
> > On Wed, 25 May 2005, Jacob van Wyk wrote:
> > 
> >> I hope somebody can help.
> >> A student of mine is doing a study on Measurement Error models 
> >> (errors-in-variables, total least squares, etc.). I have an old 
> >> reference to a "multi archive"  that contains
> >> leiv3: Programs for best line fitting with errors in both 
> coordinates.
> >> (The date is October 1989, by B.D. Ripley et al.) I have done a 
> >> search for something similar in R withour success. Has this been 
> >> implemented in a R-package, possibly under some sort of 
> assumptions 
> >> about variances. I would lke my student to apply some regression 
> >> techniques to data that fit this profile.
> >> Any help is much appreciated.
> >> (If I have not done my search more carefully - my 
> apologies.) Thanks 
> >> Jacob
> >>
> >>
> >> Jacob L van Wyk
> >> Department of Mathematics and Statistics University of 
> Johannesburg 
> >> APK P O Box 524 Auckland Park 2006 South Africa
> >> Tel: +27-11-489-3080
> >> Fax: +27-11-489-2832
> >>
> >> ______________________________________________
> >> R-help at stat.math.ethz.ch mailing list 
> >> https://stat.ethz.ch/mailman/listinfo/r-help
> >> PLEASE do read the posting guide! 
> >> http://www.R-project.org/posting-guide.html
> >>
> > 
> >>
> > 
> > 
> ----------------------------------------------------------------------
> > --
> > 
> > ______________________________________________
> > R-help at stat.math.ethz.ch mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide! 
> > http://www.R-project.org/posting-guide.html
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide! 
> http://www.R-project.org/posting-guide.html

More information about the R-help mailing list