Wayne Fuller's Measurement Error Models is a good reference.
url: www.econ.uiuc.edu/~roger Roger Koenker
email [EMAIL PROTECTED] Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Apr 28, 2005, at 1:19 PM, <[EMAIL PROTECTED]> wrote:
Could someone please help me by giving me a reference to how one
computes standard errors for the coefficients in an orthogonal linear
regression, or perhaps someone has some R code? (I would accept a
derivation or formula, but as a former teacher, I know how that can
rankle.) I tried to imitate what's done in the code for lm() but went
astray somewhere and got nonsense.
(This type of modeling goes by several names: total least squares,
errors in variables, orthogonal distance regression (ODR), depending
on where you are coming from.)
I have found ODRpack, but I haven't yet plowed through the Fortran to
see if what I need is there; I'm working on it....
Thanks!
David L. Reiner
Rho Trading
440 S. LaSalle St -- Suite 620
Chicago IL 60605
312-362-4963 (voice)
312-362-4941 (fax)
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html