[EMAIL PROTECTED] (Shi) wrote in message news:<[EMAIL PROTECTED]>... > Hello, > > I have a really basic question to ask. There are two variables X and > Y, which are highly correlated to each other. I have obtained a simple > linear regression line Y = mX + b by minimizing the perpendicular > residuals from the data points to the line (because both of my > variables contain errors). However, I don't know how to estimate the > variance of the regression parameters, which could be used to find out > the confidence intervals. I have the book "Generalized Linear Models" > by P.McCullagh and J.A. Nelder, but the math involved there is quite > beyond me. Thanks for your time : ) > > Have a nice day > > > Shi.
taking you at your word, i assume you really mean "perpendicular" and not vertical deviations. here's something that might help: www.mathpages.com/home/kmath110.htm . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
