RE: [R] Errors in Variables

2005-06-02 Thread Prof Brian Ripley

On Sun, 29 May 2005, John Fox wrote:


Dear Spencer,


-Original Message-
From: Spencer Graves [mailto:[EMAIL PROTECTED]
Sent: Sunday, May 29, 2005 4:13 PM
To: John Fox
Cc: r-help@stat.math.ethz.ch; 'Jacob van Wyk'; 'Eric-Olivier Le Bigot'
Subject: Re: [R] Errors in Variables

Hi, John:

  Thanks for the clarification.  I know that the
errors in X problem
requires additional information, most commonly one of the
variances or the correlation.  The question I saw (below)
indicated he had tried model of the form y ~ x (with a given
covariance matrix ...), which made me think of sem.

  If he wants the least (orthogonal) distance, could
he could get it indirectly from sem by calling sem
repeatedly giving, say, a variance for x, then averaging
the variances of x and y and trying that in sem?



I'm not sure how that would work, but seems similar to averaging the
regressions of y on x and x on y.


  Also, what do you know about ODRpack?  It looks
like that might solve the least (orthogonal) distance.



I'm not familiar with ODRpack, but it seems to me that one could fairly
simply minimize the sum of squared least distances using, e.g., optim.


Exactly.  In fact this is easily reduced to a function of one variable 
(the slope, known to lie between the y or x and x om y regressions) and so 
optimize() would be more appropriate.  I did do that in S once upon a long 
time, but it seemed too esoteric to package up (and it would take me 
longer to find the code than to do it again).


My paper quoted originally deals with the case of known variances for each 
of x and y (and heteroscedasticity in both).  It was written for chemists, 
and contains all the formulae one needs.  In their applications knowing 
(at least approximately) the variances is a reasonable assumption.


Brian



  Thanks again for your note, John.
  Best Wishes,
  Spencer Graves

John Fox wrote:


Dear Spencer,

The reason that I didn't respond to the original posting (I'm the
author of the sem package), that that without additional

information

(such as the error variance of x), a model with error in

both x and y

will be underidentified (unless there are multiple indicators of x,
which didn't seem to be the case here). I figured that what

Jacob had

in mind was something like minimizing the least

(orthogonal) distance

of the points to the regression line (implying by the way

that x and y

are on the same scale or somehow standardized), which isn't

doable with sem as far as I'm aware.


Regards,
 John


John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox




-Original Message-
From: [EMAIL PROTECTED]
[mailto:[EMAIL PROTECTED] On Behalf Of

Spencer Graves

Sent: Saturday, May 28, 2005 4:47 PM
To: Eric-Olivier Le Bigot
Cc: r-help@stat.math.ethz.ch; Jacob van Wyk
Subject: Re: [R] Errors in Variables

  I'm sorry, I have not followed this thread, but I

wonder if you

have considered library(sem), structural equations modeling?
Errors in variables problems are the canonical special case.

  Also, have you done a search of www.r-project.org
- search - R site search for terms like errors in
variables regression?  This just led me to ODRpack,

which is NOT a

CRAN package but is apparently available after a Google

search.  If it

were my problem, I'd first try to figure out sem;  if that seemed
too difficult, I might then look at ODRpack.

  Also, have you read the posting guide!
http://www.R-project.org/posting-guide.html?  This suggests, among
other things, that you provide a toy example that a potential
respondant could easily copy from your email, test a few
modifications, and prase a reply in a minute or so.
This also helps clarify your question so any respondants are more
likely to suggest something that is actually useful to you.

 Moreover,

many people have reported that they were able to answer their own
question in the course of preparing a question for this

list using the

posting guide.

  hope this helps.  spencer graves

Eric-Olivier Le Bigot wrote:



I'm interested in this 2D line fitting too!  I've been looking,
without success, in the list of R packages.

It might be possible to implement quite easily some of the


formalism


that you can find in Numerical Recipes (Fortran 77, 2nd ed.),
paragraph 15.3.  As a matter of fact, I did this in R but


only for a


model of the form y ~ x (with a given covariance matrix


between x and


y).  I can send you the R code (preliminary version: I


wrote it yesterday), if you want.


Another interesting reference might be Am. J. Phys. 60, p.


66 (1992).


But, again, you would have to implement things by yourself.

All the best,

EOL

--
Dr. Eric-Olivier LE BIGOT (EOL)CNRS


Associate Researcher

~~~o~o

RE: [R] Errors in Variables

2005-05-31 Thread John Sorkin
I have a routine that corrects regression coefficients for the bias towards 
zero that occurs when there is error in the measurement of the independent 
variable. The code only works for a single independent variable, i.e. y~x. At 
this time the program does not calculate the SE of the coefficient. The program 
uses properly weighted perpendicular least squares regression. I would be happy 
to share the code if asked to do so by anyone who has participated in this 
thread. 
John 

John Sorkin M.D., Ph.D.
Chief, Biostatistics and Informatics
Baltimore VA Medical Center GRECC and
University of Maryland School of Medicine Claude Pepper OAIC

University of Maryland School of Medicine
Division of Gerontology
Baltimore VA Medical Center
10 North Greene Street
GRECC (BT/18/GR)
Baltimore, MD 21201-1524

410-605-7119 
- NOTE NEW EMAIL ADDRESS:
[EMAIL PROTECTED]

 John Fox [EMAIL PROTECTED] 5/29/2005 5:56:10 PM 

Dear Spencer,

 -Original Message-
 From: Spencer Graves [mailto:[EMAIL PROTECTED] 
 Sent: Sunday, May 29, 2005 4:13 PM
 To: John Fox
 Cc: r-help@stat.math.ethz.ch; 'Jacob van Wyk'; 'Eric-Olivier Le Bigot'
 Subject: Re: [R] Errors in Variables
 
 Hi, John:
 
 Thanks for the clarification.  I know that the 
 errors in X problem 
 requires additional information, most commonly one of the 
 variances or the correlation.  The question I saw (below) 
 indicated he had tried model of the form y ~ x (with a given 
 covariance matrix ...), which made me think of sem.
 
 If he wants the least (orthogonal) distance, could 
 he could get it indirectly from sem by calling sem 
 repeatedly giving, say, a variance for x, then averaging 
 the variances of x and y and trying that in sem?
 

I'm not sure how that would work, but seems similar to averaging the
regressions of y on x and x on y.

 Also, what do you know about ODRpack?  It looks 
 like that might solve the least (orthogonal) distance.
 

I'm not familiar with ODRpack, but it seems to me that one could fairly
simply minimize the sum of squared least distances using, e.g., optim.

Regards,
 John

 Thanks again for your note, John.
 Best Wishes,
 Spencer Graves
 
 John Fox wrote:
 
  Dear Spencer,
  
  The reason that I didn't respond to the original posting (I'm the 
  author of the sem package), that that without additional 
 information 
  (such as the error variance of x), a model with error in 
 both x and y 
  will be underidentified (unless there are multiple indicators of x, 
  which didn't seem to be the case here). I figured that what 
 Jacob had 
  in mind was something like minimizing the least 
 (orthogonal) distance 
  of the points to the regression line (implying by the way 
 that x and y 
  are on the same scale or somehow standardized), which isn't 
 doable with sem as far as I'm aware.
  
  Regards,
   John
  
  
  John Fox
  Department of Sociology
  McMaster University
  Hamilton, Ontario
  Canada L8S 4M4
  905-525-9140x23604
  http://socserv.mcmaster.ca/jfox 
  
  
  
 -Original Message-
 From: [EMAIL PROTECTED] 
 [mailto:[EMAIL PROTECTED] On Behalf Of 
 Spencer Graves
 Sent: Saturday, May 28, 2005 4:47 PM
 To: Eric-Olivier Le Bigot
 Cc: r-help@stat.math.ethz.ch; Jacob van Wyk
 Subject: Re: [R] Errors in Variables
 
   I'm sorry, I have not followed this thread, but I 
 wonder if you 
 have considered library(sem), structural equations modeling?  
 Errors in variables problems are the canonical special case.
 
   Also, have you done a search of www.r-project.org 
 - search - R site search for terms like errors in
 variables regression?  This just led me to ODRpack, 
 which is NOT a 
 CRAN package but is apparently available after a Google 
 search.  If it 
 were my problem, I'd first try to figure out sem;  if that seemed 
 too difficult, I might then look at ODRpack.
 
   Also, have you read the posting guide! 
 http://www.R-project.org/posting-guide.html?  This suggests, among 
 other things, that you provide a toy example that a potential 
 respondant could easily copy from your email, test a few 
 modifications, and prase a reply in a minute or so.
 This also helps clarify your question so any respondants are more 
 likely to suggest something that is actually useful to you. 
  Moreover, 
 many people have reported that they were able to answer their own 
 question in the course of preparing a question for this 
 list using the 
 posting guide.
 
   hope this helps.  spencer graves
 
 Eric-Olivier Le Bigot wrote:
 
 
 I'm interested in this 2D line fitting too!  I've been looking, 
 without success, in the list of R packages.
 
 It might be possible to implement quite easily some of the
 
 formalism
 
 that you can find in Numerical Recipes (Fortran 77, 2nd ed.), 
 paragraph 15.3.  As a matter of fact, I did this in R but
 
 only for a
 
 model of the form y ~ x (with a given covariance

RE: [R] Errors in Variables

2005-05-29 Thread John Fox
Dear Spencer,

The reason that I didn't respond to the original posting (I'm the author of
the sem package), that that without additional information (such as the
error variance of x), a model with error in both x and y will be
underidentified (unless there are multiple indicators of x, which didn't
seem to be the case here). I figured that what Jacob had in mind was
something like minimizing the least (orthogonal) distance of the points to
the regression line (implying by the way that x and y are on the same scale
or somehow standardized), which isn't doable with sem as far as I'm aware.

Regards,
 John


John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
 

 -Original Message-
 From: [EMAIL PROTECTED] 
 [mailto:[EMAIL PROTECTED] On Behalf Of Spencer Graves
 Sent: Saturday, May 28, 2005 4:47 PM
 To: Eric-Olivier Le Bigot
 Cc: r-help@stat.math.ethz.ch; Jacob van Wyk
 Subject: Re: [R] Errors in Variables
 
 I'm sorry, I have not followed this thread, but I 
 wonder if you have considered library(sem), structural 
 equations modeling?  Errors in variables problems are the 
 canonical special case.
 
 Also, have you done a search of www.r-project.org 
 - search - R site search for terms like errors in 
 variables regression?  This just led me to ODRpack, which 
 is NOT a CRAN package but is apparently available after a 
 Google search.  If it were my problem, I'd first try to 
 figure out sem;  if that seemed too difficult, I might then 
 look at ODRpack.
 
 Also, have you read the posting guide! 
 http://www.R-project.org/posting-guide.html?  This suggests, 
 among other things, that you provide a toy example that a 
 potential respondant could easily copy from your email, test 
 a few modifications, and prase a reply in a minute or so.  
 This also helps clarify your question so any respondants are 
 more likely to suggest something that is actually useful to 
 you.  Moreover, many people have reported that they were able 
 to answer their own question in the course of preparing a 
 question for this list using the posting guide.
 
 hope this helps.  spencer graves
 
 Eric-Olivier Le Bigot wrote:
 
  I'm interested in this 2D line fitting too!  I've been looking, 
  without success, in the list of R packages.
  
  It might be possible to implement quite easily some of the 
 formalism 
  that you can find in Numerical Recipes (Fortran 77, 2nd ed.), 
  paragraph 15.3.  As a matter of fact, I did this in R but 
 only for a 
  model of the form y ~ x (with a given covariance matrix 
 between x and 
  y).  I can send you the R code (preliminary version: I 
 wrote it yesterday), if you want.
  
  Another interesting reference might be Am. J. Phys. 60, p. 
 66 (1992).  
  But, again, you would have to implement things by yourself.
  
  All the best,
  
  EOL
  
  -- 
  Dr. Eric-Olivier LE BIGOT (EOL)CNRS 
 Associate Researcher
  
 ~~~o~o
 o~o~~~
  Kastler Brossel Laboratory (LKB)   
 http://www.lkb.ens.fr
  Université P.  M. Curie and Ecole Normale Supérieure, Case 74
  4 place Jussieu  75252 Paris CEDEX 05   
   France
  
 ~~~o~o
 o~o~~~
  office  : 01 44 27 73 67 fax: 
 01 44 27 38 45
  ECR room: 01 44 27 47 12  x-ray room: 
 01 44 27 63 00
  home: 01 73 74 61 87  For int'l calls: 33 + number 
 without leading 0
  
  
  On Wed, 25 May 2005, Jacob van Wyk wrote:
  
  I hope somebody can help.
  A student of mine is doing a study on Measurement Error models 
  (errors-in-variables, total least squares, etc.). I have an old 
  reference to a multi archive  that contains
  leiv3: Programs for best line fitting with errors in both 
 coordinates.
  (The date is October 1989, by B.D. Ripley et al.) I have done a 
  search for something similar in R withour success. Has this been 
  implemented in a R-package, possibly under some sort of 
 assumptions 
  about variances. I would lke my student to apply some regression 
  techniques to data that fit this profile.
  Any help is much appreciated.
  (If I have not done my search more carefully - my 
 apologies.) Thanks 
  Jacob
 
 
  Jacob L van Wyk
  Department of Mathematics and Statistics University of 
 Johannesburg 
  APK P O Box 524 Auckland Park 2006 South Africa
  Tel: +27-11-489-3080
  Fax: +27-11-489-2832
 
  __
  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

Re: [R] Errors in Variables

2005-05-29 Thread Spencer Graves

Hi, John:

	  Thanks for the clarification.  I know that the errors in X problem 
requires additional information, most commonly one of the variances or 
the correlation.  The question I saw (below) indicated he had tried 
model of the form y ~ x (with a given covariance matrix ...), which 
made me think of sem.


	  If he wants the least (orthogonal) distance, could he could get it 
indirectly from sem by calling sem repeatedly giving, say, a 
variance for x, then averaging the variances of x and y and trying 
that in sem?


	  Also, what do you know about ODRpack?  It looks like that might 
solve the least (orthogonal) distance.


  Thanks again for your note, John.
  Best Wishes,
  Spencer Graves

John Fox wrote:


Dear Spencer,

The reason that I didn't respond to the original posting (I'm the author of
the sem package), that that without additional information (such as the
error variance of x), a model with error in both x and y will be
underidentified (unless there are multiple indicators of x, which didn't
seem to be the case here). I figured that what Jacob had in mind was
something like minimizing the least (orthogonal) distance of the points to
the regression line (implying by the way that x and y are on the same scale
or somehow standardized), which isn't doable with sem as far as I'm aware.

Regards,
 John


John Fox
Department of Sociology
McMaster University
Hamilton, Ontario
Canada L8S 4M4
905-525-9140x23604
http://socserv.mcmaster.ca/jfox 
 




-Original Message-
From: [EMAIL PROTECTED] 
[mailto:[EMAIL PROTECTED] On Behalf Of Spencer Graves

Sent: Saturday, May 28, 2005 4:47 PM
To: Eric-Olivier Le Bigot
Cc: r-help@stat.math.ethz.ch; Jacob van Wyk
Subject: Re: [R] Errors in Variables

	  I'm sorry, I have not followed this thread, but I 
wonder if you have considered library(sem), structural 
equations modeling?  Errors in variables problems are the 
canonical special case.


	  Also, have you done a search of www.r-project.org 
- search - R site search for terms like errors in 
variables regression?  This just led me to ODRpack, which 
is NOT a CRAN package but is apparently available after a 
Google search.  If it were my problem, I'd first try to 
figure out sem;  if that seemed too difficult, I might then 
look at ODRpack.


	  Also, have you read the posting guide! 
http://www.R-project.org/posting-guide.html?  This suggests, 
among other things, that you provide a toy example that a 
potential respondant could easily copy from your email, test 
a few modifications, and prase a reply in a minute or so.  
This also helps clarify your question so any respondants are 
more likely to suggest something that is actually useful to 
you.  Moreover, many people have reported that they were able 
to answer their own question in the course of preparing a 
question for this list using the posting guide.


  hope this helps.  spencer graves

Eric-Olivier Le Bigot wrote:


I'm interested in this 2D line fitting too!  I've been looking, 
without success, in the list of R packages.


It might be possible to implement quite easily some of the 


formalism 

that you can find in Numerical Recipes (Fortran 77, 2nd ed.), 
paragraph 15.3.  As a matter of fact, I did this in R but 


only for a 

model of the form y ~ x (with a given covariance matrix 


between x and 

y).  I can send you the R code (preliminary version: I 


wrote it yesterday), if you want.

Another interesting reference might be Am. J. Phys. 60, p. 


66 (1992).  


But, again, you would have to implement things by yourself.

All the best,

EOL

--
Dr. Eric-Olivier LE BIGOT (EOL)CNRS 


Associate Researcher

~~~o~o
o~o~~~

Kastler Brossel Laboratory (LKB)   


http://www.lkb.ens.fr


Université P.  M. Curie and Ecole Normale Supérieure, Case 74
4 place Jussieu  75252 Paris CEDEX 05   


 France

~~~o~o
o~o~~~

office  : 01 44 27 73 67 fax: 


01 44 27 38 45

ECR room: 01 44 27 47 12  x-ray room: 


01 44 27 63 00

home: 01 73 74 61 87  For int'l calls: 33 + number 


without leading 0



On Wed, 25 May 2005, Jacob van Wyk wrote:



I hope somebody can help.
A student of mine is doing a study on Measurement Error models 
(errors-in-variables, total least squares, etc.). I have an old 
reference to a multi archive  that contains
leiv3: Programs for best line fitting with errors in both 


coordinates.

(The date is October 1989, by B.D. Ripley et al.) I have done a 
search for something similar in R withour success. Has this been 
implemented in a R-package, possibly under some sort of 


assumptions 

about variances. I would lke my student to apply some regression 
techniques to data that fit

RE: [R] Errors in Variables

2005-05-29 Thread John Fox
Dear Spencer,

 -Original Message-
 From: Spencer Graves [mailto:[EMAIL PROTECTED] 
 Sent: Sunday, May 29, 2005 4:13 PM
 To: John Fox
 Cc: r-help@stat.math.ethz.ch; 'Jacob van Wyk'; 'Eric-Olivier Le Bigot'
 Subject: Re: [R] Errors in Variables
 
 Hi, John:
 
 Thanks for the clarification.  I know that the 
 errors in X problem 
 requires additional information, most commonly one of the 
 variances or the correlation.  The question I saw (below) 
 indicated he had tried model of the form y ~ x (with a given 
 covariance matrix ...), which made me think of sem.
 
 If he wants the least (orthogonal) distance, could 
 he could get it indirectly from sem by calling sem 
 repeatedly giving, say, a variance for x, then averaging 
 the variances of x and y and trying that in sem?
 

I'm not sure how that would work, but seems similar to averaging the
regressions of y on x and x on y.

 Also, what do you know about ODRpack?  It looks 
 like that might solve the least (orthogonal) distance.
 

I'm not familiar with ODRpack, but it seems to me that one could fairly
simply minimize the sum of squared least distances using, e.g., optim.

Regards,
 John

 Thanks again for your note, John.
 Best Wishes,
 Spencer Graves
 
 John Fox wrote:
 
  Dear Spencer,
  
  The reason that I didn't respond to the original posting (I'm the 
  author of the sem package), that that without additional 
 information 
  (such as the error variance of x), a model with error in 
 both x and y 
  will be underidentified (unless there are multiple indicators of x, 
  which didn't seem to be the case here). I figured that what 
 Jacob had 
  in mind was something like minimizing the least 
 (orthogonal) distance 
  of the points to the regression line (implying by the way 
 that x and y 
  are on the same scale or somehow standardized), which isn't 
 doable with sem as far as I'm aware.
  
  Regards,
   John
  
  
  John Fox
  Department of Sociology
  McMaster University
  Hamilton, Ontario
  Canada L8S 4M4
  905-525-9140x23604
  http://socserv.mcmaster.ca/jfox
  
  
  
 -Original Message-
 From: [EMAIL PROTECTED] 
 [mailto:[EMAIL PROTECTED] On Behalf Of 
 Spencer Graves
 Sent: Saturday, May 28, 2005 4:47 PM
 To: Eric-Olivier Le Bigot
 Cc: r-help@stat.math.ethz.ch; Jacob van Wyk
 Subject: Re: [R] Errors in Variables
 
   I'm sorry, I have not followed this thread, but I 
 wonder if you 
 have considered library(sem), structural equations modeling?  
 Errors in variables problems are the canonical special case.
 
   Also, have you done a search of www.r-project.org 
 - search - R site search for terms like errors in
 variables regression?  This just led me to ODRpack, 
 which is NOT a 
 CRAN package but is apparently available after a Google 
 search.  If it 
 were my problem, I'd first try to figure out sem;  if that seemed 
 too difficult, I might then look at ODRpack.
 
   Also, have you read the posting guide! 
 http://www.R-project.org/posting-guide.html?  This suggests, among 
 other things, that you provide a toy example that a potential 
 respondant could easily copy from your email, test a few 
 modifications, and prase a reply in a minute or so.
 This also helps clarify your question so any respondants are more 
 likely to suggest something that is actually useful to you. 
  Moreover, 
 many people have reported that they were able to answer their own 
 question in the course of preparing a question for this 
 list using the 
 posting guide.
 
   hope this helps.  spencer graves
 
 Eric-Olivier Le Bigot wrote:
 
 
 I'm interested in this 2D line fitting too!  I've been looking, 
 without success, in the list of R packages.
 
 It might be possible to implement quite easily some of the
 
 formalism
 
 that you can find in Numerical Recipes (Fortran 77, 2nd ed.), 
 paragraph 15.3.  As a matter of fact, I did this in R but
 
 only for a
 
 model of the form y ~ x (with a given covariance matrix
 
 between x and
 
 y).  I can send you the R code (preliminary version: I
 
 wrote it yesterday), if you want.
 
 Another interesting reference might be Am. J. Phys. 60, p. 
 
 66 (1992).  
 
 But, again, you would have to implement things by yourself.
 
 All the best,
 
 EOL
 
 -- 
 Dr. Eric-Olivier LE BIGOT (EOL)CNRS 
 
 Associate Researcher
 
 ~~~o~o
 o~o~~~
 
 Kastler Brossel Laboratory (LKB)   
 
 http://www.lkb.ens.fr
 
 Université P.  M. Curie and Ecole Normale Supérieure, Case 74
 4 place Jussieu  75252 Paris CEDEX 05   
 
   France
 
 ~~~o~o
 o~o~~~
 
 office  : 01 44 27 73 67 fax: 
 
 01 44 27 38 45
 
 ECR room: 01 44 27 47 12  x-ray room: 
 
 01 44 27 63 00
 
 home

Re: [R] Errors in Variables

2005-05-28 Thread Eric-Olivier Le Bigot
I'm interested in this 2D line fitting too!  I've been looking, without 
success, in the list of R packages.


It might be possible to implement quite easily some of the formalism that you 
can find in Numerical Recipes (Fortran 77, 2nd ed.), paragraph 15.3.  As a 
matter of fact, I did this in R but only for a model of the form y ~ x (with 
a given covariance matrix between x and y).  I can send you the R code 
(preliminary version: I wrote it yesterday), if you want.


Another interesting reference might be Am. J. Phys. 60, p. 66 (1992).  But, 
again, you would have to implement things by yourself.


All the best,

EOL

--
Dr. Eric-Olivier LE BIGOT (EOL)CNRS Associate Researcher
~~~o~oo~o~~~
Kastler Brossel Laboratory (LKB)   http://www.lkb.ens.fr
Université P.  M. Curie and Ecole Normale Supérieure, Case 74
4 place Jussieu  75252 Paris CEDEX 05 France
~~~o~oo~o~~~
office  : 01 44 27 73 67 fax: 01 44 27 38 45
ECR room: 01 44 27 47 12  x-ray room: 01 44 27 63 00
home: 01 73 74 61 87  For int'l calls: 33 + number without leading 0


On Wed, 25 May 2005, Jacob van Wyk wrote:


I hope somebody can help.
A student of mine is doing a study on Measurement Error models
(errors-in-variables, total least squares, etc.). I have an old
reference to a multi archive  that contains
leiv3: Programs for best line fitting with errors in both coordinates.
(The date is October 1989, by B.D. Ripley et al.)
I have done a search for something similar in R withour success. Has
this been implemented in a R-package, possibly under some sort of
assumptions about variances. I would lke my student to apply some
regression techniques to data that fit this profile.
Any help is much appreciated.
(If I have not done my search more carefully - my apologies.)
Thanks
Jacob


Jacob L van Wyk
Department of Mathematics and Statistics
University of Johannesburg APK
P O Box 524
Auckland Park 2006
South Africa
Tel: +27-11-489-3080
Fax: +27-11-489-2832

__
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

Re: [R] Errors in Variables

2005-05-28 Thread Spencer Graves
	  I'm sorry, I have not followed this thread, but I wonder if you have 
considered library(sem), structural equations modeling?  Errors in 
variables problems are the canonical special case.


	  Also, have you done a search of www.r-project.org - search - R 
site search for terms like errors in variables regression?  This just 
led me to ODRpack, which is NOT a CRAN package but is apparently 
available after a Google search.  If it were my problem, I'd first try 
to figure out sem;  if that seemed too difficult, I might then look at 
ODRpack.


	  Also, have you read the posting guide! 
http://www.R-project.org/posting-guide.html?  This suggests, among other 
things, that you provide a toy example that a potential respondant could 
easily copy from your email, test a few modifications, and prase a reply 
in a minute or so.  This also helps clarify your question so any 
respondants are more likely to suggest something that is actually useful 
to you.  Moreover, many people have reported that they were able to 
answer their own question in the course of preparing a question for this 
list using the posting guide.


  hope this helps.  spencer graves

Eric-Olivier Le Bigot wrote:

I'm interested in this 2D line fitting too!  I've been looking, 
without success, in the list of R packages.


It might be possible to implement quite easily some of the formalism 
that you can find in Numerical Recipes (Fortran 77, 2nd ed.), paragraph 
15.3.  As a matter of fact, I did this in R but only for a model of the 
form y ~ x (with a given covariance matrix between x and y).  I can send 
you the R code (preliminary version: I wrote it yesterday), if you want.


Another interesting reference might be Am. J. Phys. 60, p. 66 (1992).  
But, again, you would have to implement things by yourself.


All the best,

EOL

--
Dr. Eric-Olivier LE BIGOT (EOL)CNRS Associate Researcher
~~~o~oo~o~~~
Kastler Brossel Laboratory (LKB)   http://www.lkb.ens.fr
Université P.  M. Curie and Ecole Normale Supérieure, Case 74
4 place Jussieu  75252 Paris CEDEX 05 France
~~~o~oo~o~~~
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On Wed, 25 May 2005, Jacob van Wyk wrote:


I hope somebody can help.
A student of mine is doing a study on Measurement Error models
(errors-in-variables, total least squares, etc.). I have an old
reference to a multi archive  that contains
leiv3: Programs for best line fitting with errors in both coordinates.
(The date is October 1989, by B.D. Ripley et al.)
I have done a search for something similar in R withour success. Has
this been implemented in a R-package, possibly under some sort of
assumptions about variances. I would lke my student to apply some
regression techniques to data that fit this profile.
Any help is much appreciated.
(If I have not done my search more carefully - my apologies.)
Thanks
Jacob


Jacob L van Wyk
Department of Mathematics and Statistics
University of Johannesburg APK
P O Box 524
Auckland Park 2006
South Africa
Tel: +27-11-489-3080
Fax: +27-11-489-2832

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[R] Errors in Variables

2005-05-25 Thread Jacob van Wyk
I hope somebody can help.
A student of mine is doing a study on Measurement Error models
(errors-in-variables, total least squares, etc.). I have an old
reference to a multi archive  that contains
leiv3: Programs for best line fitting with errors in both coordinates.
(The date is October 1989, by B.D. Ripley et al.)
I have done a search for something similar in R withour success. Has
this been implemented in a R-package, possibly under some sort of
assumptions about variances. I would lke my student to apply some
regression techniques to data that fit this profile.
Any help is much appreciated.
(If I have not done my search more carefully - my apologies.)
Thanks
Jacob


Jacob L van Wyk
Department of Mathematics and Statistics
University of Johannesburg APK
P O Box 524
Auckland Park 2006
South Africa
Tel: +27-11-489-3080
Fax: +27-11-489-2832

__
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