[R] Need to fit a regression line using orthogonal residuals

Jonathon Kopecky jkopecky at umich.edu
Mon Jan 29 20:52:24 CET 2007


I'm trying to fit a simple linear regression of just Y ~ X, but both X 
and Y are noisy.  Thus instead of fitting a standard linear model 
minimizing vertical residuals, I would like to minimize 
orthogonal/perpendicular residuals.  I have tried searching the 
R-packages, but have not found anything that seems suitable.  I'm not 
sure what these types of residuals are typically called (they seem to 
have many different names), so that may be my trouble.  I do not want to 
use Principal Components Analysis (as was answered to a previous 
questioner a few years ago), I just want to minimize the combined noise 
of my two variables.  Is there a way for me to do this in R?

Jonathon Kopecky
University of Michigan



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