[R] Errors-In-Variables in R

Rui Barradas ruipbarradas at sapo.pt
Sun Mar 3 00:26:25 CET 2013


Hello,

Like you say, apparently R doesn't have models for error in variables.
But R packages might have.

library(sos)
findFn('errors-in-variables')

Some look promising. Hope you find something.

Rui Barradas

Em 02-03-2013 21:55, Cedric Sodhi escreveu:
> 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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>>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>



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