Daivd: i was also under the impression that X and Y had to be in the same units for orthogonal regression to make sense. is this true? it's not intuitive to me why this would be the case.
Quoting David Heiser <[EMAIL PROTECTED]>: > > > -----Original Message----- > Wrom: PBARHDMNNSKVFVWRKJVZCMHVIBG > [mailto:[EMAIL PROTECTED]]On > Behalf Of JJ Diamond > Sent: Saturday, April 06, 2002 9:12 AM > To: [EMAIL PROTECTED] > Subject: Re: linear regession > > > [EMAIL PROTECTED] (Shi) wrote in message > news:<[EMAIL PROTECTED]>... > > > 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 > > > > Thanks : ) > > > > Yes I do mean "perpendicular" deviations. > ---------------------------------------------------------------------- > What you (Shi) is doing is a regression in which errors of measurement > occur > with both Y and X variables. > > If the data set has only one X variable, then the technique is called > Orthogonal Regression. Since there is insufficient data, you have to > assume > a numerical value for the ratio of the Y error variance to the X error > variance. Carroll and Ruppert (American Statistician, Feb 1996, page > 1) > discuss this and how to obtain solutions. Although Shi states > "perpendicular" the angle depends on the variance ratio. Their > references > are a good source for further information, including algorithms. > > If there are more than one X variable, the method is called Total > Least > Squares. It is all matrix stuff, and computer algorithms. It is > dependent on > how the errors are distributed among the X variables. There are a > whole > bunch of analytic approaches. > > DAHeiser > > . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
