[R] Plotting confidence bands around regression line

[Frank Harrell]

I may be missing something but I don't see how P&B handles errors in 
variables any differently than other regression methods that ignore 
this problem.

Frank

Frank E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University

On Wed, 11 Aug 2010, S Ellison wrote:

>
>
>>>> Frank Harrell <f.harrell at vanderbilt.edu> 11/08/2010 17:02:03 >>>
>
>> This problem seems to cry out for one of the many available robust
>> regression methods in R.
>
> Not sure that would be much more appropriate, although it would
> _appear_ to work. The P&B method is a sort of nonparametric/robust
> approach to an errors-in-variables problem, intended to provide an
> indication of consistency of results between two different measurement
> methods, often with similar error variance. So the aim is to handle the
> error-in-variable problem at least consistently, to avoid the bias that
> results from assuming no error in predictors. The M-estimator and
> related robust regression methods in things like MASS and robustbase
> don't handle errors in the predictors. Of course, with small errors in
> predictors that won't matter much; rlm and the like will be pretty much
> as defensible then as they ever are.
>
> But perhaps one could construct a more formal robust equivalent of
> error-in-variable regression by using a max likelihood functional
> relationship model with bivariate t (choosing arbitrarily low df)
> instead of bivariate gaussian errors? Unfortunately I haven't tried
> that, so no help beyond the thought ...
>
> Steve Ellison
>
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