[R] Errors-In-Variables in R

[Cedric Sodhi]

Perhaps it would have been clearer that this is no homework if I
hadn't forgotten to say what [1] is. Sorry for that.

[1] https://bugs.r-project.org/bugzilla3/show_bug.cgi?id=15225

(This is no homework but genuinely adresses the problem that R to my
knowledge does not have models for error in variables)


On Sat, Mar 02, 2013 at 09:34:21PM +0000, Rui Barradas wrote:
> There's a no homework policy in R-help.
> 
> Rui Barradas
> 
> Em 02-03-2013 18:28, Cedric Sodhi escreveu:
> > In reference to [1], how would you solve the following regression
> > problem:
> >
> > Given observations (X_i,Y_i) with known respective error distributions
> > (e_X_i,e_Y_i) (say, 0-mean Gaussian with known STD), find the parameters
> > a and b which maximize the Likelihood of
> >
> > Y = a*X + b
> >
> > Taking the example further, how many of the very simplified assumptions
> > from the above example can be lifted or eased and R still has a method
> > for finding an errors-in-variables fit?
> >
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> > and provide commented, minimal, self-contained, reproducible code.
> >