[R] package for measurement error models

Christos Argyropoulos argchris at hotmail.com
Sat Aug 7 22:50:56 CEST 2010


I believe there was a fairly recent exchange (within the last 6 months) about linear measurement error models/error-in-variable models/Deming regression/total least squares/orthogonal regression.  Terry Therneau provided code for an R function that can estimate such models:

http://www.mail-archive.com/r-help@r-project.org/msg85070.html

If your knowledge of Fortran is up to the task, there is a Netlib package called ODRpack that can fit such models. Kind of surprising that no one has not written a R wrapper for this library (yet).

Christos 

----------------------------------------
> Date: Sat, 7 Aug 2010 11:21:01 -0400
> From: carrieandstat at gmail.com
> To: R-help at r-project.org
> Subject: [R] package for measurement error models
>
> Hi,all,
>
> I posted this question couple of days again, but haven't gotten any answers
> back. I would like to post it again, and if you have any ideas, please let
> me know. Any helps and suggestions are very much appreciated.
>
> The problem is about linear regression with both y and x have measurement,
> and the variance of errors are heterogeneous. The estimated regression
> coefficient and its variance are of interest. Is any R package doing this
> task ?
>
> Thank you
>
> Carrie--
>
> [[alternative HTML version deleted]]
>
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